-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, K/DJXRVdb7coyRzZ4WvleCDxO40UR/qw4EsO4fVULD3BLZOnDoxXdB+FtA7R12+1 0N86ydbod9ryNxAjaddppw== 0000727770-04-000002.txt : 20040210 0000727770-04-000002.hdr.sgml : 20040210 20040210164053 ACCESSION NUMBER: 0000727770-04-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20031231 FILED AS OF DATE: 20040210 EFFECTIVENESS DATE: 20040210 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELAWARE MANAGEMENT CO INC/DE/ CENTRAL INDEX KEY: 0000727770 IRS NUMBER: 133465352 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05267 FILM NUMBER: 04582487 BUSINESS ADDRESS: STREET 1: ONE COMMERCE SQUARE STREET 2: 2005 MARKET ST CITY: PHILADELPHIA STATE: PA ZIP: 19103 BUSINESS PHONE: 2152552127 MAIL ADDRESS: STREET 1: ONE COMMERCE SQ STREET 2: 2005 MARKET SQUARE CITY: PHILADELPHIA STATE: PA ZIP: 19103 13F-HR 1 dmbt4q.txt DMBT 13F4Q UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13 F FORM 13-F COVER PAGE REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 12-31-2003 CHECK HERE IS AMENDMENT ( ): AMENDMENT NUMBER: THIS AMENDMENT (CHECK ONLY ONE): ( ) IS A RESTATEMENT ( ) ADDS NEW HOLDINGS ENTRIES INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT: NAME: DELAWARE MANAGEMENT BUSINESS TRUST ADDRESS: 2005 MARKET STREET PHILADELPHIA, PA 19103 FORM 13F FILE NUMBER 28-53 THE INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT AND THE PERSON BY WHOM IT IS SIGNED HEREBY REPRESENT THAT THE PERSON SIGNING THE REPORT IS AUTHORIZED TO SUBMIT IT, THAT ALL INFORMATION CONTAINED HEREIN IS TRUE, CORRECT AND COMPLETE, AND THAT IT IS UNDERSTOOD THAT ALL REQUIRED ITEMS, STATEMENTS, SCHEDULES, LISTS, AND TABLES, ARE CONSIDERED INTEGRAL PARTS OF THIS FORM. PERSON SIGNING THIS REPORT ON BEHALF OF REPORTING MANAGER: NAME: LISA O BRINKLEY TITLE: VICE PRESIDENT/COMPLIANCE PHONE: 215 255 2369 SIGNATURE, PLACE AND DATE OF SIGNING /s/LISA O. BRINKLEY, PHILADELPHIA PA DATE: 02-10-2004 REPORT TYPE: (CHECK ONLY ONE) (x) 13F HOLDING REPORT. (CHECK HERE IF ALL HOLDINGS OF THIS REPORTING MANAGER ARE REPORTED IN THIS REPORT) ( ) 13F NOTICE: (CHECK HERE IF NO HOLDINGS REPORTED ARE IN THIS REPORT, AND ALL HOLDINGS ARE REPORTED BY OTHER REPORTING MANAGER(S).) ( ) 13F COMBINATION REPORT. (CHECK HERE IF NO PORTION OF THE HOLDINGD FOR THIS REPORTING MANAGER ARE REPORTED IN THIS REPORT AND A PORTION ARE REPORTED BY OTHER REPORTING MANAGER(S).) (PAGE) FORM 13F SUMMARY PAGE REPORT SUMMARY: NUMBER OF OTHER INCLUDED MANAGERS: 00 FORM 13F INFORMATION TABLE ENTRY TOTAL: 1,211 FORM 13F INFORMATION TABLE VALUE TOTAL: $19,383,215 LIST OF OTHER INCLUDED MANAGERS: NO. 13F FILE NUMBER NAME 28-53 DELAWARE MANAGEMENT BUSINESS TRUST FORM 13F INFORMATION TABLE NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE _______________________________________________________________________________________________________________________________ D AFLAC COMMON 001055102 724 20000 SHS ****SOLE 20000 0 0 D AMB PROPERTY REIT 00163T109 18665 567670 SHS ****SOLE 567670 0 0 D AMN HEALTHCARE SERVICES COMMON 001744101 216 12600 SHS ****SOLE 12600 0 0 D AMR COMMON 001765106 532 41100 SHS ****SOLE 41100 0 0 D A T & T WIRELESS SERVICES COMMON 00209A106 4329 541750 SHS ****SOLE 541750 0 0 D AAIPHARMA COMMON 00252W104 317 12600 SHS ****SOLE 12600 0 0 D ABBOTT LABS COMMON 002824100 140080 3006009 SHS ****SOLE 2980388 93 25528 D ABGENIX COMMON 00339B107 44434 3577001 SHS ****SOLE 3566127 296 10578 D ACETO COMMON 004446100 327 12800 SHS ****SOLE 12800 0 0 D ACTEL COMMON 004934105 7886 327200 SHS ****SOLE 327200 0 0 D ACUITY BRANDS COMMON 00508Y102 446 17300 SHS ****SOLE 17300 0 0 D ADMINISTAFF COMMON 007094105 346 19900 SHS ****SOLE 19900 0 0 D A.F.P. PROVIDA S.A. - ADR ADR 00709P108 4321 153189 SHS ****SOLE 153189 0 0 D ADOBE SYSTEMS COMMON 00724F101 5366 136950 SHS ****SOLE 136950 0 0 D ADVANCE AUTO PARTS COMMON 00751Y106 822 10100 SHS ****SOLE 10100 0 0 D ADVANCED DIGITAL INFORMATION COMMON 007525108 343 24500 SHS ****SOLE 24500 0 0 D ADVISORY BOARD COMPANY COMMON 00762W107 48489 1390197 SHS ****SOLE 1386279 104 3814 D ADVANCED MEDICAL OPTICS COMMON 00763M108 200 10200 SHS ****SOLE 10200 0 0 D AEROPOSTALE COMMON 007865108 521 19000 SHS ****SOLE 19000 0 0 D ADVANCEPCS COMMON 00790K109 32 600 SHS ****SOLE 600 0 0 D AETNA COMMON 00817Y108 9008 133293 SHS ****SOLE 133158 0 135 D AFFILIATED COMPUTER SERVICES COMMON 008190100 9503 174500 SHS ****SOLE 174500 0 0 D AFFILIATED MANAGERS GROUP COMMON 008252108 334 4800 SHS ****SOLE 4800 0 0 D AGERE SYSTEMS - CL A COMMON 00845V100 22167 7267937 SHS ****SOLE 7265680 0 2257 D AGILE SOFTWARE COMMON 00846X105 11632 1173600 SHS ****SOLE 1173600 0 0 D AGRIUM INC COMMON 008916108 43 2600 SHS ****SOLE 2600 0 0 D AIR PRODUCTS AND CHEMICALS COMMON 009158106 76870 1455054 SHS ****SOLE 1430138 55 24861 D AIRTRAN HOLDINGS COMMON 00949P108 64 5400 SHS ****SOLE 5400 0 0 D AKAMAI COMMON 00971T101 36319 3377489 SHS ****SOLE 3363217 360 13912 D ALAMO GROUP INC COMMON 011311107 253 16600 SHS ****SOLE 16600 0 0 D ALARIS MEDICAL COMMON 011637105 233 15300 SHS ****SOLE 15300 0 0 D ALBANY MOLECULAR RESEARCH COMMON 012423109 234 15600 SHS ****SOLE 15600 0 0 D ALBERTSON'S COMMON 013104104 2274 100400 SHS ****SOLE 100400 0 0 D ALCOA COMMON 013817101 55394 1457738 SHS ****SOLE 1430537 199 27002 D ALCATEL - ADR ADR 013904305 386 30000 SHS ****SOLE 30000 0 0 D ALEXANDER & BALDWIN COMMON 014482103 14459 429161 SHS ****SOLE 429051 61 49 D ALEXANDRIA REAL EST EQUITIES REIT 015271109 27420 473570 SHS ****SOLE 473570 0 0 D ALIGN TECHNOLOGY COMMON 016255101 31155 1886371 SHS ****SOLE 1881810 118 4443 D ALKERMES COMMON 01642T108 201 14900 SHS ****SOLE 14900 0 0 D ALLEGHENY TECHNOLOGIES COMMON 01741R102 293 22200 SHS ****SOLE 22200 0 0 D ALLERGAN COMMON 018490102 14761 192170 SHS ****SOLE 192098 0 72 D ALLIANCE CAPITAL MANAGEMENT LP COMMON 01855A101 3 100 SHS ****SOLE 100 0 0 D ALLIANCE DATA SYSTEMS COMMON 018581108 33 1200 SHS ****SOLE 1200 0 0 D ALLIANT ENERGY COMMON 018802108 120 4800 SHS ****SOLE 4800 0 0 D ALLIANT TECHSYSTEMS COMMON 018804104 40 700 SHS ****SOLE 700 0 0 D ALLIED WASTE INDUSTRIES COMMON 019589308 15847 1141649 SHS ****SOLE 1140823 0 826 D ALLMERICA FINANCIAL COMMON 019754100 277 9000 SHS ****SOLE 9000 0 0 D ALLSTATE COMMON 020002101 6772 157418 SHS ****SOLE 157418 0 0 D ALLTEL COMMON 020039103 54391 1167700 SHS ****SOLE 1167700 0 0 D ALPHARMA-CLASS A COMMON 020813101 295 14700 SHS ****SOLE 14700 0 0 D ALTERA COMMON 021441100 9486 418063 SHS ****SOLE 417798 0 265 D ALTRIA GROUP COMMON 02209S103 7098 130436 SHS ****SOLE 130436 0 0 D AMAZON.COM COMMON 023135106 25202 478762 SHS ****SOLE 478620 0 142 D AMBAC FINANCIAL GROUP COMMON 023139108 41860 603258 SHS ****SOLE 602962 0 296 D AMCOR LIMITED - ADR ADR 02341R302 64630 2591421 SHS ****SOLE 2502215 2349 86857 D AMERADA HESS COMMON 023551104 3366 63300 SHS ****SOLE 63300 0 0 D AMERICAN EXPRESS COMMON 025816109 136636 2833027 SHS ****SOLE 2808536 47 24444 D AMERICAN FINANCIAL REALTY REIT 02607P305 38052 2231800 SHS ****SOLE 2231800 0 0 D AMERICAN HEALTHWAYS COMMON 02649V104 406 17000 SHS ****SOLE 17000 0 0 D AMERICAN HOME MORTGAGE INVEST COMMON 02660R107 290 12900 SHS ****SOLE 12900 0 0 D AMERICAN INTERNATIONAL GROUP COMMON 026874107 15962 240822 SHS ****SOLE 240822 0 0 D AMERICAN ITALIAN PASTA - CL A COMMON 027070101 41479 989947 SHS ****SOLE 985727 144 4076 D AMERICAN PHARMACEUTICAL PART COMMON 02886P109 1325 39425 SHS ****SOLE 39425 0 0 D AMERICAN STANDARD COMMON 029712106 493 4900 SHS ****SOLE 4900 0 0 D AMERICAN TOWER - CLASS A COMMON 029912201 145 13400 SHS ****SOLE 13400 0 0 D AMERICREDIT COMMON 03060R101 382 24000 SHS ****SOLE 24000 0 0 D AMERON INTERNATIONAL COMMON 030710107 219 6300 SHS ****SOLE 6300 0 0 D AMERUS GROUP COMMON 03072M108 10225 292400 SHS ****SOLE 292400 0 0 D AMERISOURCEBERGEN-CLASS A COMMON 03073E105 3187 56758 SHS ****SOLE 56648 0 110 D AMERITRADE HOLDING COMMON 03074K100 54857 3898332 SHS ****SOLE 3897149 0 1183 D AMETEK COMMON 031100100 29 600 SHS ****SOLE 600 0 0 D AMGEN COMMON 031162100 36920 597427 SHS ****SOLE 597427 0 0 D AMKOR TECHNOLOGIES COMMON 031652100 38 2100 SHS ****SOLE 2100 0 0 D AMPHENOL - CLASS A COMMON 032095101 32 500 SHS ****SOLE 500 0 0 D AMSOUTH BANCORP COMMON 032165102 186 7575 SHS ****SOLE 7575 0 0 D ANADARKO PETROLEUM COMMON 032511107 4578 89750 SHS ****SOLE 89750 0 0 D ANALOG DEVICES COMMON 032654105 31348 686700 SHS ****SOLE 686700 0 0 D ANDREW COMMON 034425108 209 18200 SHS ****SOLE 18200 0 0 D ANDRX GROUP COMMON 034553107 20097 835954 SHS ****SOLE 835954 0 0 D ANHEUSER BUSCH COMMON 035229103 124929 2371474 SHS ****SOLE 2371474 0 0 D ANNTAYLOR STORES COMMON 036115103 12529 321236 SHS ****SOLE 321133 57 46 D ANTHEM COMMON 03674B104 24349 324652 SHS ****SOLE 324472 0 180 D ANSWERTHINK CONSULTING COMMON 036916104 238 42800 SHS ****SOLE 42800 0 0 D APACHE COMMON 037411105 1041 12832 SHS ****SOLE 12832 0 0 D APARTMENT INVT & MGMT REIT 03748R101 29676 860175 SHS ****SOLE 860175 0 0 D APOLLO GROUP - CLASS A COMMON 037604105 1915 28200 SHS ****SOLE 28200 0 0 D APOGENT TECHNOLOGIES COMMON 03760A101 184 8000 SHS ****SOLE 8000 0 0 D APRIA HEALTHCARE GROUP COMMON 037933108 342 12000 SHS ****SOLE 12000 0 0 D APPLERA CORP-CELERA GENOMICS COMMON 038020202 275 19800 SHS ****SOLE 19800 0 0 D APPLIED INDUSTRIAL TECH COMMON 03820C105 291 12200 SHS ****SOLE 12200 0 0 D APPLIED MATERIALS COMMON 038222105 17614 784625 SHS ****SOLE 784625 0 0 D APPLIED MICRO CIRCUITS COMMON 03822W109 9366 1566436 SHS ****SOLE 1564918 0 1518 D APPLIED MOLECULAR EVOLUTION COMMON 03823E108 5 300 SHS ****SOLE 300 0 0 D APTARGROUP COMMON 038336103 43 1100 SHS ****SOLE 1100 0 0 D ARACRUZ CELULOSE SA - ADR ADR 038496204 4475 127711 SHS ****SOLE 127711 0 0 D ARCH COAL COMMON 039380100 9454 303300 SHS ****SOLE 303300 0 0 D ARCHER-DANIELS-MIDLAND COMMON 039483102 3531 231980 SHS ****SOLE 231980 0 0 D ARDEN REALTY GROUP REIT 039793104 58 1900 SHS ****SOLE 1900 0 0 D ARGOSY GAMING COMMON 040228108 283 10900 SHS ****SOLE 10900 0 0 D ARIBA COMMON 04033V104 206 68600 SHS ****SOLE 68600 0 0 D ARKANSAS BEST COMMON 040790107 273 8700 SHS ****SOLE 8700 0 0 D ARMOR HOLDINGS COMMON 042260109 4333 164700 SHS ****SOLE 164700 0 0 D ARTESYN TECHNOLOGIES COMMON 043127109 274 32200 SHS ****SOLE 32200 0 0 D ARVINMERITOR COMMON 043353101 150 6225 SHS ****SOLE 6225 0 0 D ASBURY AUTOMOTIVE GROUP COMMON 043436104 294 16400 SHS ****SOLE 16400 0 0 D ASHLAND COMMON 044204105 31 700 SHS ****SOLE 700 0 0 D ASK JEEVES COMMON 045174109 51228 2827136 SHS ****SOLE 2817384 236 9516 D ASSOCIATED BANC-CORP COMMON 045487105 738 17250 SHS ****SOLE 17250 0 0 D ASTRAZENECA - ADR ADR 046353108 400 8270 SHS ****SOLE 8270 0 0 D ASYST TECHNOLOGIES COMMON 04648X107 7843 453700 SHS ****SOLE 453700 0 0 D ATLANTIC COAST AIRLINES COMMON 048396105 92 9300 SHS ****SOLE 9300 0 0 D AUTOMATIC DATA PROCESSING COMMON 053015103 3467 87540 SHS ****SOLE 87540 0 0 D AUTONATION COMMON 05329W102 2108 114750 SHS ****SOLE 114750 0 0 D AUTOZONE COMMON 053332102 183 2150 SHS ****SOLE 2150 0 0 D AVALONBAY COMMUNITIES REIT 053484101 20010 418618 SHS ****SOLE 418618 0 0 D AVERY-DENNISON COMMON 053611109 67 1200 SHS ****SOLE 1200 0 0 D AVID TECHNOLOGY COMMON 05367P100 173 3600 SHS ****SOLE 3600 0 0 D AVNET COMMON 053807103 43 2000 SHS ****SOLE 2000 0 0 D AVOCENT COMMON 053893103 168 4600 SHS ****SOLE 4600 0 0 D AVON PRODUCTS COMMON 054303102 290 4300 SHS ****SOLE 4300 0 0 D AXCELIS TECHNOLOGIES COMMON 054540109 217 21200 SHS ****SOLE 21200 0 0 D AXONYX COMMON 05461R101 3720 763900 SHS ****SOLE 763900 0 0 D BB&T COMMON 054937107 7 175 SHS ****SOLE 175 0 0 D BCE COMMON 05534B109 66552 2976400 SHS ****SOLE 2976400 0 0 D BG GROUP - ADR ADR 055434203 58152 2232315 SHS ****SOLE 2155204 2057 75054 D BJ SERVICES COMMON 055482103 2706 75375 SHS ****SOLE 75375 0 0 D BJ'S WHOLESALER CLUB COMMON 05548J106 1011 44050 SHS ****SOLE 44050 0 0 D BP - ADR ADR 055622104 63953 1295908 SHS ****SOLE 1263556 834 31518 D BMC SOFTWARE COMMON 055921100 35 1900 SHS ****SOLE 1900 0 0 D BAKER HUGHES COMMON 057224107 211 6560 SHS ****SOLE 6560 0 0 D BANCFIRST COMMON 05945F103 346 5900 SHS ****SOLE 5900 0 0 D BANCO SANTANDER - ADR ADR 05964H105 84010 6995036 SHS ****SOLE 6757641 6373 231022 D BANK OF AMERICA COMMON 060505104 190919 2373719 SHS ****SOLE 2363257 82 10380 D BANK OF NEW YORK COMMON 064057102 7 200 SHS ****SOLE 200 0 0 D BANK ONE COMMON 06423A103 4074 89360 SHS ****SOLE 89360 0 0 D BANKATLANTIC BANCORP - CL A COMMON 065908501 405 21300 SHS ****SOLE 21300 0 0 D BANKNORTH GROUP COMMON 06646R107 5 150 SHS ****SOLE 150 0 0 D C. R. BARD COMMON 067383109 1225 15075 SHS ****SOLE 15075 0 0 D BARNES & NOBLE COMMON 067774109 9100 277012 SHS ****SOLE 276920 50 42 D BARNES GROUP COMMON 067806109 313 9700 SHS ****SOLE 9700 0 0 D BARRA COMMON 068313105 199 5600 SHS ****SOLE 5600 0 0 D BAUSCH & LOMB COMMON 071707103 270 5210 SHS ****SOLE 5210 0 0 D BAXTER INTERNATIONAL COMMON 071813109 150616 4934979 SHS ****SOLE 4886242 156 48581 D BAYER AG - ADR ADR 072730302 52141 1772908 SHS ****SOLE 1713155 1668 58085 D BEA SYSTEMS COMMON 073325102 299 24300 SHS ****SOLE 24300 0 0 D BEAR STEARNS COMMON 073902108 6784 84853 SHS ****SOLE 84765 0 88 D BEARINGPOINT COMMON 074002106 130 12900 SHS ****SOLE 12900 0 0 D BEAZER HOMES USA COMMON 07556Q105 615 6300 SHS ****SOLE 6300 0 0 D BECKMAN COULTER COMMON 075811109 53211 1046848 SHS ****SOLE 1043553 79 3216 D BECTON DICKINSON COMMON 075887109 3948 95970 SHS ****SOLE 95970 0 0 D BED BATH & BEYOND COMMON 075896100 25572 589902 SHS ****SOLE 589670 0 232 D BELL MICROPRODUCTS COMMON 078137106 4423 488146 SHS ****SOLE 487991 85 70 D BELLSOUTH COMMON 079860102 6672 235759 SHS ****SOLE 235759 0 0 D BELO A. H. COMMON 080555105 5555 196000 SHS ****SOLE 196000 0 0 D BEMIS COMMON 081437105 693 13850 SHS ****SOLE 13850 0 0 D BENCHMARK ELECTRONICS COMMON 08160H101 235 6750 SHS ****SOLE 6750 0 0 D BERKLEY (WR) COMMON 084423102 65308 1868612 SHS ****SOLE 1862800 202 5610 D BEST BUY COMMON 086516101 13444 257350 SHS ****SOLE 257350 0 0 D BIG LOTS COMMON 089302103 3 200 SHS ****SOLE 200 0 0 D BIOMET COMMON 090613100 4065 111650 SHS ****SOLE 111650 0 0 D BIOGEN IDEC COMMON 09062X103 51010 1387069 SHS ****SOLE 1386646 0 423 D BIOLASE TECHNOLOGY COMMON 090911108 274 16500 SHS ****SOLE 16500 0 0 D BLACK & DECKER COMMON 091797100 96524 1957090 SHS ****SOLE 1934417 46 22627 D BLACK HILLS COMMON 092113109 3729 125000 SHS ****SOLE 125000 0 0 D BLOCK H AND R COMMON 093671105 3888 70225 SHS ****SOLE 70225 0 0 D BLOCKBUSTER CLASS A COMMON 093679108 36 2000 SHS ****SOLE 2000 0 0 D BOEING COMMON 097023105 51531 1222846 SHS ****SOLE 1192467 128 30251 D BOISE CASCADE COMMON 097383103 495 15050 SHS ****SOLE 15050 0 0 D BORGWARNER COMMON 099724106 4 50 SHS ****SOLE 50 0 0 D BOSTON COMMUNICATIONS GROUP COMMON 100582105 150 16100 SHS ****SOLE 16100 0 0 D BOSTON PRIVATE FINL HOLDING COMMON 101119105 8642 347900 SHS ****SOLE 347900 0 0 D BOSTON SCIENTIFIC COMMON 101137107 1722 46845 SHS ****SOLE 46845 0 0 D BOWATER COMMON 102183100 90 1950 SHS ****SOLE 1950 0 0 D BOWNE & CO COMMON 103043105 98 7200 SHS ****SOLE 7200 0 0 D BRADLEY PHARMACEUTICALS COMMON 104576103 262 10300 SHS ****SOLE 10300 0 0 D BRANDYWINE REALTY TRUST REIT 105368203 311 11600 SHS ****SOLE 11600 0 0 D BRIGGS & STRATTON COMMON 109043109 330 4900 SHS ****SOLE 4900 0 0 D BRIGHT HORIZONS FAMILY SOLUT COMMON 109195107 46901 1116695 SHS ****SOLE 1111518 132 5045 D BRINKER INTERNATIONAL COMMON 109641100 228 6869 SHS ****SOLE 6725 0 144 D BRINKS CO/THE COMMON 109696104 9910 438300 SHS ****SOLE 438300 0 0 D BRISTOL MYERS SQUIBB COMMON 110122108 76870 2687772 SHS ****SOLE 2687772 0 0 D BROADCOM - CLASS A COMMON 111320107 9513 279082 SHS ****SOLE 278810 0 272 D BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 40690 7039925 SHS ****SOLE 7016373 566 22986 D BROOKFIELD HOMES COMMON 112723101 124 4800 SHS ****SOLE 4800 0 0 D BROOKLINE BANCORP COMMON 11373M107 6021 392500 SHS ****SOLE 392500 0 0 D BROOKS AUTOMATION COMMON 114340102 13360 558300 SHS ****SOLE 558300 0 0 D BROOKSTONE COMMON 114537103 262 12300 SHS ****SOLE 12300 0 0 D BURLINGTON RESOURCES COMMON 122014103 4165 75200 SHS ****SOLE 75200 0 0 D CBL & ASSOCIATES PROPERTIES REIT 124830100 29843 528200 SHS ****SOLE 528200 0 0 D CBRL GROUP COMMON 12489V106 692 18075 SHS ****SOLE 18075 0 0 D CEC ENTERTAINMENT COMMON 125137109 9653 203700 SHS ****SOLE 203700 0 0 D CIGNA COMMON 125509109 88442 1538130 SHS ****SOLE 1538130 0 0 D CLECO COMMON 12561W105 241 13400 SHS ****SOLE 13400 0 0 D CPI COMMON 125902106 287 14200 SHS ****SOLE 14200 0 0 D CSK AUTO COMMON 125965103 263 14000 SHS ****SOLE 14000 0 0 D CNF COMMON 12612W104 5 150 SHS ****SOLE 150 0 0 D CNOOC - ADR ADR 126132109 122 3060 SHS ****SOLE 3060 0 0 D CSX COMMON 126408103 1168 32500 SHS ****SOLE 32500 0 0 D CTS COMMON 126501105 160 13900 SHS ****SOLE 13900 0 0 D CUNO INCORPORATED COMMON 126583103 153 3400 SHS ****SOLE 3400 0 0 D CVS COMMON 126650100 4503 124659 SHS ****SOLE 124659 0 0 D CV THERAPUTICS COMMON 126667104 5495 374400 SHS ****SOLE 374400 0 0 D CABLEVISION SYSTEMS - CL A COMMON 12686C109 65 2800 SHS ****SOLE 2800 0 0 D CACHE COMMON 127150308 190 9100 SHS ****SOLE 9100 0 0 D CACI INTERNATIONAL COMMON 127190304 331 6800 SHS ****SOLE 6800 0 0 D CADBURY SCHWEPPES - ADR ADR 127209302 146 4900 SHS ****SOLE 4900 0 0 D CALLAWAY GOLF COMMON 131193104 3 150 SHS ****SOLE 150 0 0 D CAMDEN PROPERTY TRUST REIT 133131102 43805 988848 SHS ****SOLE 988779 38 31 D CANDELA COMMON 136907102 191 10500 SHS ****SOLE 10500 0 0 D CANON - ADR ADR 138006309 80279 1685112 SHS ****SOLE 1627863 1524 55725 D CAPITAL ONE FINANCIAL COMMON 14040H105 11673 190450 SHS ****SOLE 190450 0 0 D CAPITALSOURCE COMMON 14055X102 13934 642700 SHS ****SOLE 642700 0 0 D CARDINAL HEALTH COMMON 14149Y108 2806 45872 SHS ****SOLE 45872 0 0 D CAREER EDUCATION COMMON 141665109 489 12148 SHS ****SOLE 12148 0 0 D CAREMARK RX COMMON 141705103 13259 523454 SHS ****SOLE 523454 0 0 D CARNIVAL CRUISE LINES COMMON 143658300 19533 491650 SHS ****SOLE 491650 0 0 D CARRAMERICA REALTY REIT 144418100 37191 1248870 SHS ****SOLE 1248870 0 0 D CARTER HOLDINGS COMMON 146229109 3250 127700 SHS ****SOLE 127700 0 0 D CASCADE NATURAL GAS COMMON 147339105 186 8800 SHS ****SOLE 8800 0 0 D CASH AMERICA INTERNATIONAL COMMON 14754D100 55150 2603848 SHS ****SOLE 2594282 241 9325 D CATELLUS DEVELOPMENT REIT 149113102 25531 1058487 SHS ****SOLE 1058487 0 0 D CATERPILLAR COMMON 149123101 22014 265165 SHS ****SOLE 249363 36 15766 D CATO - CL A COMMON 149205106 6447 314500 SHS ****SOLE 314500 0 0 D CELESTICA COMMON 15101Q108 32 2100 SHS ****SOLE 2100 0 0 D CENDANT COMMON 151313103 74509 3345700 SHS ****SOLE 3345700 0 0 D CENTERPOINT ENERGY COMMON 15189T107 1102 113700 SHS ****SOLE 113700 0 0 D CENTEX COMMON 152312104 843 7831 SHS ****SOLE 7664 0 167 D CENTRAL PARKING COMMON 154785109 328 22000 SHS ****SOLE 22000 0 0 D CENTURYTEL COMMON 156700106 7 200 SHS ****SOLE 200 0 0 D CERNER COMMON 156782104 38 1000 SHS ****SOLE 1000 0 0 D CHARLES RIVER ASSOCIATES COMMON 159852102 307 9600 SHS ****SOLE 9600 0 0 D CHARTER ONE FINANCIAL COMMON 160903100 114455 3312744 SHS ****SOLE 3285118 38 27588 D CHARTER COMMUNICATIONS - CL A COMMON 16117M107 236 58800 SHS ****SOLE 58800 0 0 D CHECKFREE COMMON 162813109 415 15000 SHS ****SOLE 15000 0 0 D CHEESECAKE FACTORY COMMON 163072101 106778 2424929 SHS ****SOLE 2416341 213 8375 D CHELSEA PROPERTY GROUP REIT 163421100 52546 958700 SHS ****SOLE 958700 0 0 D CHESAPEAKE COMMON 165159104 286 10800 SHS ****SOLE 10800 0 0 D CHESAPEAKE ENERGY COMMON 165167107 9771 719465 SHS ****SOLE 719239 125 101 D CHEVRONTEXACO COMMON 166764100 84961 983464 SHS ****SOLE 983464 0 0 D CHIQUITA BRANDS INTERNATIONAL COMMON 170032809 327 14500 SHS ****SOLE 14500 0 0 D CHRISTOPHER & BANKS COMMON 171046105 155 7950 SHS ****SOLE 7950 0 0 D CHRONIMED COMMON 171164106 170 20000 SHS ****SOLE 20000 0 0 D CHUBB COMMON 171232101 102047 1498495 SHS ****SOLE 1479979 85 18431 D CIENA COMMON 171779101 54434 8227268 SHS ****SOLE 8205920 555 20793 D CINERGY COMMON 172474108 125 3220 SHS ****SOLE 3220 0 0 D CISCO SYSTEMS COMMON 17275R102 117449 4841758 SHS ****SOLE 4798407 248 43103 D CINTAS COMMON 172908105 6612 131899 SHS ****SOLE 131796 0 103 D CITIGROUP COMMON 172967101 159363 3283133 SHS ****SOLE 3255938 140 27055 D CITRIX SYSTEMS COMMON 177376100 2221 104825 SHS ****SOLE 104825 0 0 D CITY NATIONAL COMMON 178566105 86063 1385430 SHS ****SOLE 1381047 113 4270 D CLAIRE'S STORES COMMON 179584107 211 11200 SHS ****SOLE 11200 0 0 D CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 24634 526022 SHS ****SOLE 526022 0 0 D CLOROX COMMON 189054109 116774 2404730 SHS ****SOLE 2382240 49 22441 D COACH COMMON 189754104 175975 4661591 SHS ****SOLE 4648221 333 13037 D COCA COLA COMMON 191216100 96940 1910147 SHS ****SOLE 1887261 75 22811 D COCA-COLA ENTERPRISES COMMON 191219104 252 11500 SHS ****SOLE 11500 0 0 D COINSTAR COMMON 19259P300 253 14000 SHS ****SOLE 14000 0 0 D KENNETH COLE PRODUCTIONS-A COMMON 193294105 285 9700 SHS ****SOLE 9700 0 0 D COLGATE-PALMOLIVE COMMON 194162103 3870 77325 SHS ****SOLE 77325 0 0 D COLONIAL BANCGROUP COMMON 195493309 13612 785882 SHS ****SOLE 785644 132 106 D COLUMBIA SPORTSWEAR COMMON 198516106 33 600 SHS ****SOLE 600 0 0 D COMCAST - CLASS A COMMON 20030N101 29939 912971 SHS ****SOLE 912971 0 0 D COMCAST - SPECIAL CLASS A COMMON 20030N200 55371 1770110 SHS ****SOLE 1770110 0 0 D COMERICA COMMON 200340107 130841 2333940 SHS ****SOLE 2312507 108 21325 D COMMERCIAL FEDERAL COMMON 201647104 8456 316600 SHS ****SOLE 316600 0 0 D COMMERCIAL METALS COMPANY COMMON 201723103 106 3500 SHS ****SOLE 3500 0 0 D COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 170 4500 SHS ****SOLE 4500 0 0 D COMMUNITY BANK SYSTEM COMMON 203607106 319 6500 SHS ****SOLE 6500 0 0 D COMMUNITY FIRST BANKSHARES COMMON 203902101 368 12700 SHS ****SOLE 12700 0 0 D CIA VALE DO RIO DOCE - ADR ADR 204412209 6365 108802 SHS ****SOLE 108802 0 0 D COMPANHIA DE BEBIDAS - ADR ADR 20441W203 103 4036 SHS ****SOLE 4036 0 0 D COMPASS BANCSHARES COMMON 20449H109 14357 365229 SHS ****SOLE 365117 62 50 D COMPUCREDIT COMMON 20478N100 209 9800 SHS ****SOLE 9800 0 0 D COMPUWARE COMMON 205638109 51 8400 SHS ****SOLE 8400 0 0 D COMSTOCK RESOURCES COMMON 205768203 10251 531154 SHS ****SOLE 530983 95 76 D COMVERSE TECHNOLOGY COMMON 205862402 10978 624100 SHS ****SOLE 624100 0 0 D CONAGRA COMMON 205887102 35 1340 SHS ****SOLE 1340 0 0 D CONCEPTUS COMMON 206016107 17478 1645800 SHS ****SOLE 1645800 0 0 D CONEXANT SYSTEMS COMMON 207142100 139 28000 SHS ****SOLE 28000 0 0 D CONNETICS CORP COMMON 208192104 8564 471600 SHS ****SOLE 471600 0 0 D CONOCOPHILLIPS COMMON 20825C104 8021 122323 SHS ****SOLE 122323 0 0 D CONSTELLATION BRANDS COMMON 21036P108 10710 325230 SHS ****SOLE 325119 61 50 D CONTINENTAL AIRLINES - CLASS B COMMON 210795308 4531 278500 SHS ****SOLE 278500 0 0 D CONVERGYS COMMON 212485106 2812 161050 SHS ****SOLE 161050 0 0 D COOPER COMPANIES COMMON 216648402 5033 106800 SHS ****SOLE 106800 0 0 D ADOLPH COORS - CL B COMMON 217016104 300 5350 SHS ****SOLE 5350 0 0 D CORILLIAN COMMON 218725109 5260 831300 SHS ****SOLE 831300 0 0 D CORINTHIAN COLLEGES COMMON 218868107 723 13025 SHS ****SOLE 13025 0 0 D CORUS BANKSHARES COMMON 220873103 296 9400 SHS ****SOLE 9400 0 0 D COST PLUS COMMON 221485105 105982 2584919 SHS ****SOLE 2576099 220 8600 D COSTCO WHOLESALE COMMON 22160K105 4 100 SHS ****SOLE 100 0 0 D COUNTRYWIDE FINANCIAL COMMON 222372104 4246 55979 SHS ****SOLE 55979 0 0 D COVENTRY HEALTH CARE COMMON 222862104 49825 772596 SHS ****SOLE 769000 92 3504 D COX COMMUNICATIONS CLASS A COMMON 224044107 13001 377400 SHS ****SOLE 377400 0 0 D CRANE COMMON 224399105 9530 310031 SHS ****SOLE 309929 57 45 D CRESCENT REAL ESTATE EQUITIE REIT 225756105 386 22550 SHS ****SOLE 22550 0 0 D CRESCENT REAL 6.75% CNV PFD CONVPF 225756204 1464 62600 SHS ****SOLE 0 0 62600 D CROMPTON COMMON 227116100 359 50000 SHS ****SOLE 50000 0 0 D CROWN CASTLE COMMON 228227104 303 27500 SHS ****SOLE 27500 0 0 D CROWN HOLDINGS COMMON 228368106 6424 709088 SHS ****SOLE 708891 107 90 D CTI MOLECULAR IMAGING COMMON 22943D105 262 15500 SHS ****SOLE 15500 0 0 D CUBIST PHARMACEUTICALS COMMON 229678107 9746 800000 SHS ****SOLE 800000 0 0 D CULLEN/FROST BANKERS COMMON 229899109 73756 1817996 SHS ****SOLE 1813406 116 4474 D CUMMINS ENGINE COMMON 231021106 2457 50200 SHS ****SOLE 50200 0 0 D CUMULUS MEDIA COMMON 231082108 44654 2029692 SHS ****SOLE 2014760 358 14574 D CURAGEN CORP COMMON 23126R101 188 25700 SHS ****SOLE 25700 0 0 D CYMER COMMON 232572107 102658 2222503 SHS ****SOLE 2216645 147 5711 D CYTEC INDUSTRIES COMMON 232820100 12 300 SHS ****SOLE 300 0 0 D CYTYC COMMON 232946103 1029 74750 SHS ****SOLE 74750 0 0 D D.R. HORTON COMMON 23331A109 53302 1232123 SHS ****SOLE 1224588 188 7347 D DSP GROUP COMMON 23332B106 204 8200 SHS ****SOLE 8200 0 0 D DADE BEHRING HOLDINGS COMMON 23342J206 143 4000 SHS ****SOLE 4000 0 0 D DANAHER COMMON 235851102 1543 16820 SHS ****SOLE 16673 0 147 D DARDEN RESTAURANTS COMMON 237194105 4 200 SHS ****SOLE 200 0 0 D DEERE AND CO COMMON 244199105 193 2965 SHS ****SOLE 2965 0 0 D DEL MONTE FOODS CO. COMMON 24522P103 31 3000 SHS ****SOLE 3000 0 0 D DELAWARE INVTS AZ MUNI INCOME CE 246100101 107 6730 SHS ****SOLE 0 0 6730 D DELAWARE INVTS CO INS MUNI CE 246101109 315 19340 SHS ****SOLE 0 0 19340 D DELL COMMON 24702R101 21304 627234 SHS ****SOLE 627234 0 0 D DELPHI COMMON 247126105 144 14150 SHS ****SOLE 14150 0 0 D DELPHI FINANCIAL GROUP-CL A COMMON 247131105 43413 1205910 SHS ****SOLE 1203676 53 2181 D DELTA AIR LINES COMMON 247361108 541 45800 SHS ****SOLE 45800 0 0 D DENBURY RESOURCES COMMON 247916208 209 15000 SHS ****SOLE 15000 0 0 D DELUXE COMMON 248019101 2374 57450 SHS ****SOLE 57450 0 0 D DEPARTMENT 56 COMMON 249509100 2810 214500 SHS ****SOLE 214500 0 0 D DEVELOPERS DIVERS REALTY REIT 251591103 36094 1075200 SHS ****SOLE 1075200 0 0 D DEVON ENERGY COMMON 25179M103 4166 72761 SHS ****SOLE 72761 0 0 D DIAGNOSTIC PRODUCTS COMMON 252450101 161 3500 SHS ****SOLE 3500 0 0 D DIAMONDS TRUST SERIES I - ETF INVTRST 252787106 1170 11200 UND ****SOLE 11200 0 0 D DIEBOLD COMMON 253651103 2360 43800 SHS ****SOLE 43800 0 0 D DIGITAL INSIGHT COMMON 25385P106 33261 1335976 SHS ****SOLE 1335976 0 0 D DIGITAL RIVER COMMON 25388B104 217 9800 SHS ****SOLE 9800 0 0 D DIGITAS COMMON 25388K104 262 28100 SHS ****SOLE 28100 0 0 D DIME COMMUNITY BANCSHARES COMMON 253922108 424 13800 SHS ****SOLE 13800 0 0 D DIONEX COMMON 254546104 331 7200 SHS ****SOLE 7200 0 0 D WALT DISNEY COMMON 254687106 16442 704750 SHS ****SOLE 704750 0 0 D DOLLAR GENERAL COMMON 256669102 1774 84525 SHS ****SOLE 84525 0 0 D DOLLAR TREE STORES COMMON 256747106 62582 2081703 SHS ****SOLE 2073979 181 7543 D DOMINION RESOURCES - VIRGINIA COMMON 25746U109 62675 981914 SHS ****SOLE 966767 74 15073 D DORAL FINANCIAL COMMON 25811P100 27162 841450 SHS ****SOLE 833925 192 7333 D DOUBLECLICK COMMON 258609304 276 27000 SHS ****SOLE 27000 0 0 D DOW CHEMICAL COMMON 260543103 89433 2151394 SHS ****SOLE 2151394 0 0 D DOWNEY FINANCIAL COMMON 261018105 67770 1374642 SHS ****SOLE 1369930 118 4594 D DU PONT (E.I.) DE NEMOURS COMMON 263534109 100679 2193910 SHS ****SOLE 2193910 0 0 D DUKE ENERGY COMMON 264399106 237 11600 SHS ****SOLE 11600 0 0 D DUKE REALTY REIT 264411505 35916 1158590 SHS ****SOLE 1158590 0 0 D DUN & BRADSTREET COMMON 26483E100 531 10475 SHS ****SOLE 10475 0 0 D DURA AUTOMOTIVE SYSTEMS COMMON 265903104 210 16400 SHS ****SOLE 16400 0 0 D EMC COMMON 268648102 22471 1739259 SHS ****SOLE 1739259 0 0 D EMS TECHNOLOGIES COMMON 26873N108 292 14200 SHS ****SOLE 14200 0 0 D ENSCO INTERNATIONAL COMMON 26874Q100 4 150 SHS ****SOLE 150 0 0 D EOG RESOURCES COMMON 26875P101 494 10710 SHS ****SOLE 10710 0 0 D E.PIPHANY COMMON 26881V100 158 21900 SHS ****SOLE 21900 0 0 D ESS TECHNOLOGY COMMON 269151106 208 12200 SHS ****SOLE 12200 0 0 D E*TRADE GROUP COMMON 269246104 6436 508800 SHS ****SOLE 508800 0 0 D EARTHLINK COMMON 270321102 397 39700 SHS ****SOLE 39700 0 0 D EASTMAN KODAK COMMON 277461109 2919 113700 SHS ****SOLE 113700 0 0 D EATON COMMON 278058102 53569 496100 SHS ****SOLE 496100 0 0 D EATON VANCE COMMON 278265103 19961 544800 SHS ****SOLE 544800 0 0 D EBAY COMMON 278642103 3150 48770 SHS ****SOLE 48770 0 0 D ECHOSTAR COMMUNICATIONS - A COMMON 278762109 211 6200 SHS ****SOLE 6200 0 0 D ECOLAB COMMON 278865100 3109 113600 SHS ****SOLE 113600 0 0 D EDISON INTERNATIONAL COMMON 281020107 985 44930 SHS ****SOLE 44930 0 0 D EDWARDS (A.G.) COMMON 281760108 100 2750 SHS ****SOLE 2750 0 0 D EDWARDS LIFESCIENCES COMMON 28176E108 180 6000 SHS ****SOLE 6000 0 0 D EL PASO ELECTRIC COMPANY COMMON 283677854 5684 425800 SHS ****SOLE 425800 0 0 D ELECTRONICS ARTS COMMON 285512109 4739 99283 SHS ****SOLE 99283 0 0 D ELECTRONICS BOUTIQUE HOLDINGS COMMON 286045109 8650 377900 SHS ****SOLE 377900 0 0 D ELECTRONICS FOR IMAGING COMMON 286082102 320 12300 SHS ****SOLE 12300 0 0 D EMBRAER - ADR ADR 29081M102 7366 210279 SHS ****SOLE 210279 0 0 D EMERSON ELECTRIC COMMON 291011104 60394 932726 SHS ****SOLE 932726 0 0 D EMMIS BROADCASTING - CL A COMMON 291525103 238 8800 SHS ****SOLE 8800 0 0 D EMULEX COMMON 292475209 60620 2272123 SHS ****SOLE 2266106 147 5870 D ENDESA - ADR ADR 29258N107 26686 1397129 SHS ****SOLE 1348530 1404 47195 D ENERGY EAST COMMON 29266M109 92 4120 SHS ****SOLE 4120 0 0 D ENERGIZER HOLDINGS COMMON 29266R108 2651 70590 SHS ****SOLE 70590 0 0 D ENGLEHARD COMMON 292845104 833 27800 SHS ****SOLE 27800 0 0 D ENTERGY COMMON 29364G103 187 3280 SHS ****SOLE 3280 0 0 D ENZON PHARMACEUTICALS COMMON 293904108 164 13700 SHS ****SOLE 13700 0 0 D ENZO BIOCHEM COMMON 294100102 206 11491 SHS ****SOLE 11491 0 0 D EON LABS COMMON 29412E100 41 800 SHS ****SOLE 800 0 0 D EQUIFAX COMMON 294429105 151 6150 SHS ****SOLE 6150 0 0 D EQUITY INNS REIT 294703103 331 36600 SHS ****SOLE 36600 0 0 D EQUITY OFFICE PROPERTIES TRUST REIT 294741103 73193 2554746 SHS ****SOLE 2554746 0 0 D EQUITY ONE INC REIT 294752100 8106 480200 SHS ****SOLE 480200 0 0 D EQUITY RESIDENTIAL PROPERTIES REIT 29476L107 22950 777700 SHS ****SOLE 777700 0 0 D ESCO TECHNOLOGIES COMMON 296315104 314 7200 SHS ****SOLE 7200 0 0 D ESPEED - CLASS A COMMON 296643109 7222 308000 SHS ****SOLE 308000 0 0 D ETHYL COMMON 297659609 238 10900 SHS ****SOLE 10900 0 0 D EURONET WORLDWIDE COMMON 298736109 360 20000 SHS ****SOLE 20000 0 0 D EXELON COMMON 30161N101 45718 688942 SHS ****SOLE 688942 0 0 D EXELIXIS COMMON 30161Q104 23271 3291810 SHS ****SOLE 3273462 522 17826 D EXPEDITORS INTERNATIONAL COMMON 302130109 6468 171772 SHS ****SOLE 171571 0 201 D EXPRESS SCRIPTS-CL A COMMON 302182100 252 3800 SHS ****SOLE 3800 0 0 D EXPRESSJET HOLDINGS COMMON 30218U108 272 18100 SHS ****SOLE 18100 0 0 D EXTENDED STAY AMERICA COMMON 30224P101 45685 3155043 SHS ****SOLE 3139649 381 15013 D EXTREME NETWORKS COMMON 30226D106 141 19600 SHS ****SOLE 19600 0 0 D EXXON MOBIL COMMON 30231G102 205119 5002906 SHS ****SOLE 4973797 130 28979 D FBL FINANCIAL GROUP - CLASS A COMMON 30239F106 348 13500 SHS ****SOLE 13500 0 0 D FMC COMMON 302491303 416 12200 SHS ****SOLE 12200 0 0 D FMC TECHNOLOGIES COMMON 30249U101 256 11000 SHS ****SOLE 11000 0 0 D FPL GROUP COMMON 302571104 74231 1134698 SHS ****SOLE 1123082 25 11591 D FACTSET RESEARCH SYSTEMS COMMON 303075105 2958 77425 SHS ****SOLE 77425 0 0 D FAIRCHILD SEMICONDUCTOR - CL A COMMON 303726103 32 1300 SHS ****SOLE 1300 0 0 D FAMILY DOLLAR STORES COMMON 307000109 72 2000 SHS ****SOLE 2000 0 0 D FREDDIE MAC COMMON 313400301 7050 120880 SHS ****SOLE 120880 0 0 D FEDERAL NATIONAL MORTGAGE COMMON 313586109 3669 48885 SHS ****SOLE 48885 0 0 D FEDERAL REALTY INVS TRUST REIT 313747206 22673 590600 SHS ****SOLE 590600 0 0 D FEDERAL SIGNAL COMMON 313855108 3851 219825 SHS ****SOLE 219825 0 0 D FEDERATED DEPARTMENT STORES COMMON 31410H101 2936 62300 SHS ****SOLE 62300 0 0 D FEDEX COMMON 31428X106 2914 43174 SHS ****SOLE 43174 0 0 D FILENET COMMON 316869106 6748 249200 SHS ****SOLE 249200 0 0 D FINANCIAL FEDERAL COMMON 317492106 211 6900 SHS ****SOLE 6900 0 0 D THE FINISH LINE-CL A COMMON 317923100 270 9000 SHS ****SOLE 9000 0 0 D FIRST BANCORP/PUERTO RICO COMMON 318672102 372 9400 SHS ****SOLE 9400 0 0 D FIRST CASH FINANCIAL COMMON 31942D107 9808 382500 SHS ****SOLE 382500 0 0 D FIRST FEDERAL CAPITAL COMMON 319960100 4988 221500 SHS ****SOLE 221500 0 0 D FIRST DATA COMMON 319963104 90712 2207650 SHS ****SOLE 2207650 0 0 D FIRST INDUSTRIAL REALTY REIT 32054K103 351 10400 SHS ****SOLE 10400 0 0 D FIRST HEALTH GROUP COMMON 320960107 197 10100 SHS ****SOLE 10100 0 0 D FIRST NIAGARA FINANCIAL GRP COMMON 33582V108 18963 1270448 SHS ****SOLE 1270448 0 0 D FIRST PLACE FINANCIAL /OHIO COMMON 33610T109 357 18300 SHS ****SOLE 18300 0 0 D FIRST REPUBLIC BANK COMMON 336158100 7271 203100 SHS ****SOLE 203100 0 0 D FIRST TENNESSEE NATIONAL COMMON 337162101 15448 350300 SHS ****SOLE 350300 0 0 D FISERV COMMON 337738108 26053 659371 SHS ****SOLE 658925 0 446 D FIRSTFED FINANCIAL COMMON 337907109 287 6600 SHS ****SOLE 6600 0 0 D FLAGSTAR BANCORP COMMON 337930101 390 18200 SHS ****SOLE 18200 0 0 D FIRSTENERGY COMMON 337932107 45154 1282770 SHS ****SOLE 1282770 0 0 D FISHER SCIENTIFIC INTL COMMON 338032204 178911 4324654 SHS ****SOLE 4312250 299 12105 D FLAMEL TECHNOLOGIES - ADR ADR 338488109 35 1300 SHS ****SOLE 1300 0 0 D FLEET BOSTON FINANCIAL COMMON 339030108 64801 1484568 SHS ****SOLE 1461256 51 23261 D FLORIDA ROCK INDS COMMON 341140101 10061 183423 SHS ****SOLE 183367 31 25 D FLUOR COMMON 343412102 1161 29300 SHS ****SOLE 29300 0 0 D FLOWSERVE COMMON 34354P105 355 17000 SHS ****SOLE 17000 0 0 D FOOT LOCKER COMMON 344849104 274 11700 SHS ****SOLE 11700 0 0 D FOREST LABORATORIES COMMON 345838106 916 14815 SHS ****SOLE 14815 0 0 D FOREST OIL COMMON 346091705 327 11450 SHS ****SOLE 11450 0 0 D FORTUNE BRANDS COMMON 349631101 3233 45230 SHS ****SOLE 45230 0 0 D FOSSIL COMMON 349882100 331 11825 SHS ****SOLE 11825 0 0 D FOUR SEASON HOTELS COMMON 35100E104 54307 1061721 SHS ****SOLE 1058366 84 3271 D FOX ENTERTAINMENT COMMON 35138T107 3 100 SHS ****SOLE 100 0 0 D FREEPORT MCMORAN COPPER - B COMMON 35671D857 8826 209500 SHS ****SOLE 209500 0 0 D FRIEDMAN BILLINGS RAMSEY - A REIT 358434108 17755 769260 SHS ****SOLE 769260 0 0 D FRONTIER FINANCIAL COMMON 35907K105 345 10400 SHS ****SOLE 10400 0 0 D FULLER (H.B.) COMMON 359694106 6781 228000 SHS ****SOLE 228000 0 0 D FURNITURE BRANDS INTERNATIONAL COMMON 360921100 16575 565099 SHS ****SOLE 564934 89 76 D GANNETT COMMON 364730101 11212 125750 SHS ****SOLE 125750 0 0 D GAP COMMON 364760108 23664 1019550 SHS ****SOLE 1019550 0 0 D GEN-PROBE COMMON 36866T103 518 14200 SHS ****SOLE 14200 0 0 D GENENTECH COMMON 368710406 2107 22523 SHS ****SOLE 22523 0 0 D GENERAL ELECTRIC COMMON 369604103 199604 6443008 SHS ****SOLE 6406706 271 36031 D GENERAL GROWTH PROPERTIES REIT 370021107 54846 1976442 SHS ****SOLE 1789800 0 186642 D GENERAL MILLS COMMON 370334104 95000 2097125 SHS ****SOLE 2074103 53 22969 D GENERAL MOTORS COMMON 370442105 110975 2078187 SHS ****SOLE 2064386 82 13719 D GENESCO COMMON 371532102 117 7700 SHS ****SOLE 7700 0 0 D GENESIS MICROCHIP COMMON 37184C103 244 13500 SHS ****SOLE 13500 0 0 D GENESIS HEALTHCARE COMMON 37184D101 2458 107900 SHS ****SOLE 107900 0 0 D GENTEX COMMON 371901109 145801 3301641 SHS ****SOLE 3291827 246 9568 D GENLYTE GROUP COMMON 372302109 455 7800 SHS ****SOLE 7800 0 0 D GENTA COMMON 37245M207 183 17600 SHS ****SOLE 17600 0 0 D GENZYME - GENERAL DIVISION COMMON 372917104 8033 162825 SHS ****SOLE 162825 0 0 D GETTY IMAGES COMMON 374276103 81778 1631330 SHS ****SOLE 1625172 148 6010 D GEVITY HR COMMON 374393106 11369 511200 SHS ****SOLE 511200 0 0 D GIBRALTAR STEEL COMMON 37476F103 6355 252700 SHS ****SOLE 252700 0 0 D GILEAD SCIENCES COMMON 375558103 11798 202848 SHS ****SOLE 202631 0 217 D GILLETTE COMMON 375766102 51471 1401325 SHS ****SOLE 1401325 0 0 D GLADSTONE CAPITAL CORP COMMON 376535100 3795 169800 SHS ****SOLE 169800 0 0 D GLAXOSMITHKLINE - ADR ADR 37733W105 79393 1702974 SHS ****SOLE 1643230 1584 58160 D GLIMCHER REALTY TRUST REIT 379302102 313 14000 SHS ****SOLE 14000 0 0 D GLOBAL PAYMENT COMMON 37940X102 170 3600 SHS ****SOLE 3600 0 0 D GLOBESPANVIRATA COMMON 37957V106 174 29600 SHS ****SOLE 29600 0 0 D GOLD BANCORATION COMMON 379907108 7418 527600 SHS ****SOLE 527600 0 0 D GOLDEN WEST FINANCIAL COMMON 381317106 980 9500 SHS ****SOLE 9500 0 0 D GOLDMAN SACHS GROUP COMMON 38141G104 145188 1470557 SHS ****SOLE 1457156 43 13358 D GOODY'S FAMILY CLOTHING COMMON 382588101 4994 533500 SHS ****SOLE 533500 0 0 D GRAINGER (W.W.) COMMON 384802104 5 100 SHS ****SOLE 100 0 0 D GRAY TELEVISION - CL B COMMON 389375106 37103 2453909 SHS ****SOLE 2440924 330 12655 D GREAT PLAINS ENERGY COMMON 391164100 261 8200 SHS ****SOLE 8200 0 0 D GREATER BAY BANCORP COMMON 391648102 11887 417389 SHS ****SOLE 417262 71 56 D GREENPOINT FINANCIAL COMMON 395384100 1553 43975 SHS ****SOLE 43975 0 0 D GREY WOLF COMMON 397888108 5589 1494268 SHS ****SOLE 1493894 206 168 D GRIFFON COMMON 398433102 15458 762975 SHS ****SOLE 762775 110 90 D GROUP 1 AUTOMOTIVE COMMON 398905109 34452 951974 SHS ****SOLE 948187 99 3688 D GTECH HOLDINGS COMMON 400518106 730 14750 SHS ****SOLE 14750 0 0 D GUIDANT COMMON 401698105 3712 61660 SHS ****SOLE 61660 0 0 D GUITAR CENTER COMMON 402040109 4915 150700 SHS ****SOLE 150700 0 0 D HCA COMMON 404119109 85646 1993633 SHS ****SOLE 1993633 0 0 D HCC INSURANCE HOLDINGS COMMON 404132102 66682 2096893 SHS ****SOLE 2092122 124 4647 D HRPT PROPERTIES TRUST REIT 40426W101 247 24500 SHS ****SOLE 24500 0 0 D JOHN HANCOCK FINANCIAL SERVICE COMMON 41014S106 3 75 SHS ****SOLE 75 0 0 D HARLAND (JOHN H.) COMPANY COMMON 412693103 429 15700 SHS ****SOLE 15700 0 0 D HARLEY-DAVIDSON COMMON 412822108 4495 94566 SHS ****SOLE 94566 0 0 D HARLEYSVILLE GROUP COMMON 412824104 5384 270700 SHS ****SOLE 270700 0 0 D HARRIS COMMON 413875105 34 900 SHS ****SOLE 900 0 0 D HARSCO COMMON 415864107 9106 207800 SHS ****SOLE 207800 0 0 D HARTFORD FIN'L SERVICES GROUP COMMON 416515104 676 11460 SHS ****SOLE 11460 0 0 D HASBRO COMMON 418056107 80 3780 SHS ****SOLE 3780 0 0 D HEALTHCARE SERVICES GROUP COMMON 421906108 212 11000 SHS ****SOLE 11000 0 0 D HEALTH NET COMMON 42222G108 647 19775 SHS ****SOLE 19775 0 0 D HEARST-ARGYLE TELEVISION COMMON 422317107 3 100 SHS ****SOLE 100 0 0 D HEARTLAND EXPRESS COMMON 422347104 5866 242478 SHS ****SOLE 242478 0 0 D HEIDRICK & STRUGGLES COMMON 422819102 135 6200 SHS ****SOLE 6200 0 0 D HEINZ H J COMMON 423074103 3361 92270 SHS ****SOLE 92270 0 0 D HENRY (JACK) & ASSOCIATES COMMON 426281101 90528 4398856 SHS ****SOLE 4381731 442 16683 D HERCULES COMMON 427056106 159 13000 SHS ****SOLE 13000 0 0 D HERLEY INDUSTRIES COMMON 427398102 7092 342600 SHS ****SOLE 342600 0 0 D HERSHEY FOODS COMMON 427866108 781 10150 SHS ****SOLE 10150 0 0 D HEWLETT PACKARD COMMON 428236103 10800 470184 SHS ****SOLE 470184 0 0 D HIBBETT SPORTING GOODS COMMON 428565105 16644 558525 SHS ****SOLE 558525 0 0 D HIGHWOODS PROPERTIES REIT 431284108 198 7800 SHS ****SOLE 7800 0 0 D HILB, ROGAL & HAMILTON COMMON 431294107 334 10400 SHS ****SOLE 10400 0 0 D HILLENBRAND INDUSTRIES COMMON 431573104 1987 32025 SHS ****SOLE 32025 0 0 D HILTON HOTELS COMMON 432848109 293 17100 SHS ****SOLE 17100 0 0 D HITACHI LTD -ADR ADR 433578507 54585 908679 SHS ****SOLE 878053 808 29818 D HOLLY COMMON 435758305 297 10800 SHS ****SOLE 10800 0 0 D HOME DEPOT COMMON 437076102 98809 2784140 SHS ****SOLE 2784140 0 0 D HONDA MOTOR - ADR ADR 438128308 240 10680 SHS ****SOLE 10680 0 0 D HONEYWELL INTERNATIONAL COMMON 438516106 111300 3329349 SHS ****SOLE 3299718 130 29501 D HOST MARRIOTT REIT 44107P104 26037 2113436 SHS ****SOLE 2112372 0 1064 D HOT TOPIC COMMON 441339108 189 6400 SHS ****SOLE 6400 0 0 D HUDSON UNITED BANCORP COMMON 444165104 37 1000 SHS ****SOLE 1000 0 0 D HUGHES SUPPLY COMMON 444482103 337 6800 SHS ****SOLE 6800 0 0 D HUMANA COMMON 444859102 10877 476010 SHS ****SOLE 475869 78 63 D HUNT (JB) TRANSPRT SVCS COMMON 445658107 49868 1846289 SHS ****SOLE 1841473 116 4700 D IMC GLOBAL COMMON 449669100 381 38400 SHS ****SOLE 38400 0 0 D ITT EDUCATIONAL SERVICES COMMON 45068B109 155 3300 SHS ****SOLE 3300 0 0 D ICON - ADR ADR 45103T107 243 5566 SHS ****SOLE 5566 0 0 D ICICI BANK LIMITED - ADR ADR 45104G104 10016 583002 SHS ****SOLE 583002 0 0 D IDEXX LABORATORIES COMMON 45168D104 5637 121800 SHS ****SOLE 121800 0 0 D IKON OFFICE SOLUTIONS COMMON 451713101 32 2700 SHS ****SOLE 2700 0 0 D ILLINOIS TOOL WORKS COMMON 452308109 17 200 SHS ****SOLE 200 0 0 D IMCLONE SYSTEMS COMMON 45245W109 25707 648178 SHS ****SOLE 645113 77 2988 D IMMUNOGEN COMMON 45253H101 144 28500 SHS ****SOLE 28500 0 0 D INDEPENDENCE COMMUNITY BANK COMMON 453414104 43 1200 SHS ****SOLE 1200 0 0 D INDEPENDENT BANK CORP - MICH COMMON 453838104 269 9500 SHS ****SOLE 9500 0 0 D INDYMAC MORTGAGE HOLDINGS COMMON 456607100 56505 1896797 SHS ****SOLE 1891350 132 5315 D ING GROEP NV - ADR ADR 456837103 52414 2238950 SHS ****SOLE 2163215 2107 73628 D INGRAM MICRO - CLASS A COMMON 457153104 8764 551213 SHS ****SOLE 551046 92 75 D INSIGHT ENTERPRISES COMMON 45765U103 9396 499800 SHS ****SOLE 499800 0 0 D INSITUFORM TECHNOLOGIES-CL A COMMON 457667103 5283 320200 SHS ****SOLE 320200 0 0 D INSPIRE PHARMACEUTICALS COMMON 457733103 37490 2648259 SHS ****SOLE 2648259 0 0 D INTEGRA LIFESCIENCES HOLDING COMMON 457985208 255 8900 SHS ****SOLE 8900 0 0 D INTEGRAL SYSTEMS /MD COMMON 45810H107 12198 571500 SHS ****SOLE 571500 0 0 D INTEGRATED ELECTRICAL SERVICES COMMON 45811E103 3460 374000 SHS ****SOLE 374000 0 0 D INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 56000 1965395 SHS ****SOLE 1959930 140 5325 D INTEL COMMON 458140100 144729 4506564 SHS ****SOLE 4474717 206 31641 D INTER-TEL COMMON 458372109 312 12500 SHS ****SOLE 12500 0 0 D INTERACTIVECORP COMMON 45840Q101 5436 160200 SHS ****SOLE 160200 0 0 D INTERCONTINENTAL HOTELS - ADR ADR 458573102 53490 5589381 SHS ****SOLE 5394494 5292 189595 D INTERGRATED ALARM SERVICES COMMON 45890M109 22050 2594135 SHS ****SOLE 2594135 0 0 D INTERNATIONAL BANCSHARES CRP COMMON 459044103 297 6300 SHS ****SOLE 6300 0 0 D INTL BUSINESS MACHINES COMMON 459200101 11544 124556 SHS ****SOLE 124556 0 0 D INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 2172 60850 SHS ****SOLE 60850 0 0 D INTERNATIONAL MULTIFOODS COMMON 460043102 130 7200 SHS ****SOLE 7200 0 0 D INTERNATIONAL PAPER COMMON 460146103 116480 2701930 SHS ****SOLE 2672605 137 29188 D INTERNATIONAL RECTIFIER COMMON 460254105 10825 219067 SHS ****SOLE 218996 39 32 D INTERNET SECURITY SYSTEMS COMMON 46060X107 435 23100 SHS ****SOLE 23100 0 0 D INTERPUBLIC GROUP COMMON 460690100 136 8710 SHS ****SOLE 8710 0 0 D INTERSIL HOLDINGS COMMON 46069S109 569 22900 SHS ****SOLE 22900 0 0 D INTRABIOTICS PHARMACEUTICALS COMMON 46116T506 1861 115615 SHS ****SOLE 115615 0 0 D INTUIT COMMON 461202103 137280 2596492 SHS ****SOLE 2571528 140 24824 D INVESTMENT TECHNOLOGY COMMON 46145F105 197 12200 SHS ****SOLE 12200 0 0 D INVITROGEN COMMON 46185R100 24505 350110 SHS ****SOLE 349935 0 175 D IRWIN FINANCIAL COMMON 464119106 336 10700 SHS ****SOLE 10700 0 0 D RUSSELL 1000 VALUE INDEX I-SHS COMMON 464287598 1219 20879 SHS ****SOLE 12078 0 8801 D ISLE OF CAPRI CASINOS COMMON 464592104 52 2400 SHS ****SOLE 2400 0 0 D IXYS CORPORATION COMMON 46600W106 187 20000 SHS ****SOLE 20000 0 0 D JDA SOFTWARE GROUP COMMON 46612K108 362 21900 SHS ****SOLE 21900 0 0 D JP MORGAN CHASE & CO COMMON 46625H100 214930 5851619 SHS ****SOLE 5814508 188 36923 D J2 GLOBAL COMMUNICATIONS COMMON 46626E205 265 10700 SHS ****SOLE 10700 0 0 D JABIL CIRCUIT COMMON 466313103 640 22600 SHS ****SOLE 22600 0 0 D JACK IN THE BOX COMMON 466367109 192 9000 SHS ****SOLE 9000 0 0 D JACOBS ENGINEERING GROUP COMMON 469814107 6966 145100 SHS ****SOLE 145100 0 0 D JACUZZI BRANDS COMMON 469865109 319 45000 SHS ****SOLE 45000 0 0 D JANUS CAPITAL GROUP COMMON 47102X105 20 1240 SHS ****SOLE 1240 0 0 D JEFFERSON-PILOT COMMON 475070108 5 100 SHS ****SOLE 100 0 0 D JO-ANN STORES COMMON 47758P307 4152 203515 SHS ****SOLE 203515 0 0 D JOHNSON AND JOHNSON COMMON 478160104 48204 933104 SHS ****SOLE 933104 0 0 D JOHNSON CONTROLS COMMON 478366107 5713 49200 SHS ****SOLE 49200 0 0 D JOHNSON OUTDOORS - CL A COMMON 479167108 253 16900 SHS ****SOLE 16900 0 0 D JONES APPAREL GROUP COMMON 480074103 130 3700 SHS ****SOLE 3700 0 0 D JUNIPER NETWORKS COMMON 48203R104 837 44800 SHS ****SOLE 44800 0 0 D KLA-TENCOR COMMON 482480100 6547 111600 SHS ****SOLE 111600 0 0 D KT CORP-SP ADR ADR 48268K101 8339 437294 SHS ****SOLE 437294 0 0 D KADANT COMMON 48282T104 229 10600 SHS ****SOLE 10600 0 0 D KAMAN -CL A COMMON 483548103 236 18500 SHS ****SOLE 18500 0 0 D KANSAS CITY LIFE INS CO COMMON 484836101 314 6800 SHS ****SOLE 6800 0 0 D KAYDON COMMON 486587108 9129 353300 SHS ****SOLE 353300 0 0 D KEANE COMMON 486665102 149 10200 SHS ****SOLE 10200 0 0 D KB HOME COMMON 48666K109 80661 1112263 SHS ****SOLE 1108516 126 3621 D KELLOGG COMPANY COMMON 487836108 53009 1392059 SHS ****SOLE 1366434 87 25538 D KELLWOOD COMMON 488044108 11034 269130 SHS ****SOLE 269055 41 34 D KELLY SERVICES COMMON 488152208 163 5700 SHS ****SOLE 5700 0 0 D KEMET COMMON 488360108 322 23500 SHS ****SOLE 23500 0 0 D KENNAMETAL COMMON 489170100 199 5000 SHS ****SOLE 5000 0 0 D KERR-MCGEE COMMON 492386107 141107 3035206 SHS ****SOLE 3012378 64 22764 D KEYCORP COMMON 493267108 94589 3226100 SHS ****SOLE 3226100 0 0 D KEYSPAN COMMON 49337W100 68 1860 SHS ****SOLE 1860 0 0 D KEYSTONE PROPERTY TRUST REIT 493596100 31443 1423400 SHS ****SOLE 1423400 0 0 D KIMBERLY - CLARK COMMON 494368103 58376 987919 SHS ****SOLE 987919 0 0 D KIRBY COMMON 497266106 8539 244800 SHS ****SOLE 244800 0 0 D KLAMATH FIRST BANCORP COMMON 49842P103 48 1800 SHS ****SOLE 1800 0 0 D KMART HOLDINGS COMMON 498780105 1840 76847 SHS ****SOLE 66860 0 9987 D KNIGHT-RIDDER COMMON 499040103 44956 581050 SHS ****SOLE 581050 0 0 D KNIGHT TRANSPORTATION COMMON 499064103 6096 237650 SHS ****SOLE 237650 0 0 D KOHLS COMMON 500255104 11606 258265 SHS ****SOLE 258053 0 212 D PHILIPS ELECTRONICS - NY SHARE NYSHRS 500472303 3060 105200 SHS ****SOLE 105200 0 0 D KOOKMIN BANK - ADR ADR 50049M109 711 18800 SHS ****SOLE 18800 0 0 D KRAFT FOODS - CL A COMMON 50075N104 79454 2465980 SHS ****SOLE 2465980 0 0 D KRISPY KREME DOUGHNUTS COMMON 501014104 58878 1608691 SHS ****SOLE 1603295 140 5256 D KRONOS COMMON 501052104 440 11100 SHS ****SOLE 11100 0 0 D LNR PROPERTY COMMON 501940100 253 5100 SHS ****SOLE 5100 0 0 D LSI LOGIC COMMON 502161102 35 4000 SHS ****SOLE 4000 0 0 D L-3 COMMUNICATIONS COMMON 502424104 10511 204660 SHS ****SOLE 204468 0 192 D LA QUINTA - PAIRED REIT 50419U202 142 22100 SHS ****SOLE 22100 0 0 D LABOR READY COMMON 505401208 394 30100 SHS ****SOLE 30100 0 0 D LABORATORY CRP OF AMER HLDGS COMMON 50540R409 49724 1345700 SHS ****SOLE 1345700 0 0 D LAM RESEARCH COMMON 512807108 17797 551000 SHS ****SOLE 551000 0 0 D LANCASTER COLONY COMMON 513847103 280 6200 SHS ****SOLE 6200 0 0 D LASALLE HOTEL PROPERTIES REIT 517942108 26803 1444900 SHS ****SOLE 1444900 0 0 D LAWSON PRODUCTS COMMON 520776105 358 10800 SHS ****SOLE 10800 0 0 D LAWSON SOFTWARE COMMON 520780107 8342 1013400 SHS ****SOLE 1013112 158 130 D LEAR COMMON 521865105 735 11980 SHS ****SOLE 11929 28 23 D LEGG MASON COMMON 524901105 471 6100 SHS ****SOLE 6100 0 0 D LEHMAN BROTHERS HOLDINGS COMMON 524908100 38557 499324 SHS ****SOLE 499233 0 91 D LENNAR - CLASS A COMMON 526057104 802 8354 SHS ****SOLE 8354 0 0 D LENNOX INTERNATIONAL COMMON 526107107 40 2400 SHS ****SOLE 2400 0 0 D LEVEL 3 COMMUNICATIONS COMMON 52729N100 1259 220850 SHS ****SOLE 220850 0 0 D LIBERTY MEDIA - CLASS A COMMON 530718105 4971 418100 SHS ****SOLE 418100 0 0 D LIBERTY PROPERTY TRUST REIT 531172104 24904 640205 SHS ****SOLE 640205 0 0 D LIFEPOINT HOSPITALS COMMON 53219L109 492 16700 SHS ****SOLE 16700 0 0 D LIGAND PHARMACEUTICALS-CL B COMMON 53220K207 192 13100 SHS ****SOLE 13100 0 0 D LIGHTBRIDGE COMMON 532226107 252 27700 SHS ****SOLE 27700 0 0 D ELI LILLY COMMON 532457108 5981 85045 SHS ****SOLE 85045 0 0 D LIMITED BRANDS COMMON 532716107 79626 4416288 SHS ****SOLE 4357952 334 58002 D LIN TV - CL A COMMON 532774106 75828 2937924 SHS ****SOLE 2931915 149 5860 D LINCARE HOLDINGS COMMON 532791100 2433 80950 SHS ****SOLE 80950 0 0 D LINCOLN ELECTRIC HOLDINGS COMMON 533900106 240 9700 SHS ****SOLE 9700 0 0 D LINEAR TECHNOLOGY COMMON 535678106 37448 890144 SHS ****SOLE 889908 0 236 D LLOYDS TSB GROUP PLC- ADR ADR 539439109 69427 2132937 SHS ****SOLE 2060160 2008 70769 D LOCAL FINANCIAL COMMON 539553107 323 15500 SHS ****SOLE 15500 0 0 D LOCKHEED MARTIN COMMON 539830109 467 9085 SHS ****SOLE 9085 0 0 D LONE STAR STEAKHOUSE & SALOON COMMON 542307103 285 12300 SHS ****SOLE 12300 0 0 D LOUISIANA-PACIFIC COMMON 546347105 12662 708167 SHS ****SOLE 707972 108 87 D LOWE'S COMPANIES COMMON 548661107 31449 567771 SHS ****SOLE 567771 0 0 D LUBRIZOL COMMON 549271104 2339 71925 SHS ****SOLE 71925 0 0 D MAF BANCORP COMMON 55261R108 9306 222100 SHS ****SOLE 222100 0 0 D MBIA COMMON 55262C100 15042 253957 SHS ****SOLE 253662 0 295 D MBNA COMMON 55262L100 19558 787050 SHS ****SOLE 787050 0 0 D MDC HOLDINGS COMMON 552676108 1224 18977 SHS ****SOLE 18977 0 0 D MGIC INVESTMENT COMMON 552848103 64075 1125310 SHS ****SOLE 1104928 80 20302 D MGI PHARMA INC COMMON 552880106 22955 557830 SHS ****SOLE 557830 0 0 D MGM GRAND COMMON 552953101 1168 31050 SHS ****SOLE 31050 0 0 D MI DEVELOPMENTS - CLASS A COMMON 55304X104 288 10300 SHS ****SOLE 10300 0 0 D M/I HOMES COMMON 55305B101 320 8200 SHS ****SOLE 8200 0 0 D MSC INDUSTRIAL DIRECT - CL A COMMON 553530106 65933 2397572 SHS ****SOLE 2390862 162 6548 D MTC TECHNOLOGIES COMMON 55377A106 364 11300 SHS ****SOLE 11300 0 0 D MACDERMID COMMON 554273102 12090 353071 SHS ****SOLE 352974 53 44 D MACROVISION COMMON 555904101 230 10200 SHS ****SOLE 10200 0 0 D MAGELLAN MIDSTREAM PARTNERS LTDPART 559080106 245 4900 SHS ****SOLE 4900 0 0 D MAGNA ENTERTAINMENT - CL A COMMON 559211107 31 6100 SHS ****SOLE 6100 0 0 D MAGNA INTERNATIONAL - CLASS A COMMON 559222401 207 2590 SHS ****SOLE 2590 0 0 D MAGNUM HUNTER RESOURCES - WTO5 WAR 55972F138 47 84920 SHS ****SOLE 84920 0 0 D MAGNUM HUNTER RESOURCES COMMON 55972F203 8781 923271 SHS ****SOLE 923022 137 112 D MAGUIRE PROPERTIES REIT 559775101 97 4000 SHS ****SOLE 4000 0 0 D MAINSOURCE FINANCIAL GROUP COMMON 56062Y102 325 10605 SHS ****SOLE 10605 0 0 D MALAN REALTY INVESTORS CNV CONVBD 561063AA6 1053 1049000 PRN ****SOLE 0 0 1049000 D MANDALAY RESORTS GROUP COMMON 562567107 172 3850 SHS ****SOLE 3850 0 0 D MANHATTAN ASSOCIATES COMMON 562750109 5340 193200 SHS ****SOLE 193200 0 0 D MANITOWOC COMMON 563571108 109 3500 SHS ****SOLE 3500 0 0 D MANPOWER COMMON 56418H100 23241 493652 SHS ****SOLE 493436 0 216 D MARATHON OIL COMMON 565849106 2277 68800 SHS ****SOLE 68800 0 0 D MARKEL COMMON 570535104 127 500 SHS ****SOLE 500 0 0 D MARSH & MC LENNAN COMMON 571748102 122992 2568209 SHS ****SOLE 2550116 115 17978 D MARSHALL & ILSLEY COMMON 571834100 6 150 SHS ****SOLE 150 0 0 D MARRIOTT INTERNATIONAL-CL A COMMON 571903202 38964 843379 SHS ****SOLE 843034 0 345 D MARTEK BIOSCIENCES COMMON 572901106 70042 1077412 SHS ****SOLE 1073231 105 4076 D MARTEN TRANSPORT COMMON 573075108 8155 530050 SHS ****SOLE 530050 0 0 D MARVEL ENTERPRISES COMMON 57383M108 35 1200 SHS ****SOLE 1200 0 0 D MASCO COMMON 574599106 3360 122600 SHS ****SOLE 122600 0 0 D MATERIAL SCIENCES COMMON 576674105 126 12500 SHS ****SOLE 12500 0 0 D MATSUSHITA ELECTRIC - ADR ADR 576879209 56340 4041606 SHS ****SOLE 3898078 3750 139778 D MAXTOR COMMON 577729205 17 1500 SHS ****SOLE 1500 0 0 D MAXIM INTEGRATED PRODUCTS COMMON 57772K101 1385 27811 SHS ****SOLE 27811 0 0 D MCCORMICK AND COMPANY COMMON 579780206 3 100 SHS ****SOLE 100 0 0 D MCDATA - CLASS A COMMON 580031201 1 101 SHS ****SOLE 101 0 0 D MC DONALDS COMMON 580135101 12865 518135 SHS ****SOLE 518135 0 0 D MCGRATH RENTCORP COMMON 580589109 191 7000 SHS ****SOLE 7000 0 0 D THE MCGRAW-HILL COMPANIES COMMON 580645109 1030 14725 SHS ****SOLE 14725 0 0 D MEDAREX COMMON 583916101 166 26600 SHS ****SOLE 26600 0 0 D MEDCO HEALTH SOLUTIONS COMMON 58405U102 282 8296 SHS ****SOLE 8296 0 0 D MEDIA GENERAL - CL A COMMON 584404107 715 10980 SHS ****SOLE 10980 0 0 D MEDIACOM COMMUNICATIONS COMMON 58446K105 60907 7029648 SHS ****SOLE 7020222 273 9153 D MEDICIS PHARMACEUTICAL-CLASS A COMMON 584690309 91247 1279764 SHS ****SOLE 1274716 127 4921 D MEDIMMUNE COMMON 584699102 3156 124291 SHS ****SOLE 124035 0 256 D MEDTRONIC COMMON 585055106 14775 303949 SHS ****SOLE 303949 0 0 D MELLON FINANCIAL COMMON 58551A108 106900 3329159 SHS ****SOLE 3286145 188 42826 D MENTOR GRAPHICS COMMON 587200106 281 19300 SHS ****SOLE 19300 0 0 D MERCHANTS BANCSHARES COMMON 588448100 226 7400 SHS ****SOLE 7400 0 0 D MERCK & CO. COMMON 589331107 83920 1816450 SHS ****SOLE 1816450 0 0 D MERCURY COMPUTER SYSTEMS COMMON 589378108 329 13200 SHS ****SOLE 13200 0 0 D MERCURY INTERACTIVE COMMON 589405109 29 600 SHS ****SOLE 600 0 0 D MERITAGE COMMON 59001A102 338 5100 SHS ****SOLE 5100 0 0 D MERRILL LYNCH COMMON 590188108 14408 245658 SHS ****SOLE 245658 0 0 D MESA AIR GROUP COMMON 590479101 226 18000 SHS ****SOLE 18000 0 0 D METLIFE COMMON 59156R108 5402 160430 SHS ****SOLE 160430 0 0 D METRO-GOLDWYN-MAYER COMMON 591610100 3 200 SHS ****SOLE 200 0 0 D METTLER-TOLEDO INTERNATIONAL COMMON 592688105 83264 1972621 SHS ****SOLE 1965852 168 6601 D MICHAELS STORES COMMON 594087108 31 700 SHS ****SOLE 700 0 0 D MICREL COMMON 594793101 67520 4335334 SHS ****SOLE 4317637 461 17236 D MICROS SYSTEMS COMMON 594901100 160 3700 SHS ****SOLE 3700 0 0 D MICROSOFT COMMON 594918104 86945 3167206 SHS ****SOLE 3167206 0 0 D MICROCHIP TECHNOLOGY COMMON 595017104 834 25000 SHS ****SOLE 25000 0 0 D MICROMUSE COMMON 595094103 3263 472900 SHS ****SOLE 472900 0 0 D MIDDLESEX WATER COMMON 596680108 218 10733 SHS ****SOLE 10733 0 0 D MILLENIUM CHEMICALS COMMON 599903101 251 19800 SHS ****SOLE 19800 0 0 D MILLEA HOLDINGS - ADR ADR 60032R106 59882 892281 SHS ****SOLE 861914 771 29596 D MILLER (HERMAN) COMMON 600544100 192 7925 SHS ****SOLE 7925 0 0 D MITCHELLS & BUTLERS - ADR ADR 60668M207 15386 3789578 SHS ****SOLE 3675887 3373 110318 D MOBILE TELESYSTEMS - ADR ADR 607409109 194 2339 SHS ****SOLE 2339 0 0 D MONSANTO COMMON 61166W101 2083 72360 SHS ****SOLE 72360 0 0 D MONSTER WORLDWIDE COMMON 611742107 38372 1747384 SHS ****SOLE 1743048 106 4230 D MOODY'S INVESTORS SERVICES COMMON 615369105 19490 321886 SHS ****SOLE 321708 0 178 D MOORE WALLACE COMMON 615857109 81 4300 SHS ****SOLE 4300 0 0 D MORGAN STANLEY COMMON 617446448 201170 3476240 SHS ****SOLE 3451394 135 24711 D MOTOROLA COMMON 620076109 157 11160 SHS ****SOLE 11160 0 0 D MOVADO GROUP COMMON 624580106 257 9100 SHS ****SOLE 9100 0 0 D MOVIE GALLERY COMMON 624581104 5393 288700 SHS ****SOLE 288700 0 0 D MUELLER INDUSTRIES COMMON 624756102 6133 178500 SHS ****SOLE 178500 0 0 D MYLAN LABORATORIES COMMON 628530107 3086 122175 SHS ****SOLE 122175 0 0 D NCO GROUP COMMON 628858102 310 13600 SHS ****SOLE 13600 0 0 D NCR COMMON 62886E108 43 1100 SHS ****SOLE 1100 0 0 D NII HOLDINGS-CL B COMMON 62913F201 1032 13832 SHS ****SOLE 13724 0 108 D NN COMMON 629337106 174 13800 SHS ****SOLE 13800 0 0 D NPS PHARMACEUTICALS COMMON 62936P103 5389 175500 SHS ****SOLE 175500 0 0 D NTL COMMON 62940M104 288 4124 SHS ****SOLE 4124 0 0 D NATIONAL AUSTRALIA BANK - ADR ADR 632525408 84221 751635 SHS ****SOLE 725726 673 25236 D NATIONAL CITY COMMON 635405103 2802 82550 SHS ****SOLE 82550 0 0 D NATIONAL COMMERCE FINANCIAL COMMON 63545P104 4 150 SHS ****SOLE 150 0 0 D NATIONAL FUEL GAS COMMON 636180101 41 1670 SHS ****SOLE 1670 0 0 D NATIONAL GRID GROUP - ADR ADR 636274102 43418 1197718 SHS ****SOLE 1156627 913 40178 D NATIONAL HEALTH INVESTORS REIT 63633D104 393 15800 SHS ****SOLE 15800 0 0 D NATIONWIDE FIN'L SERVICES-CL A COMMON 638612101 2689 81325 SHS ****SOLE 81325 0 0 D NATIONWIDE HEALTH PROPERTIES REIT 638620104 14356 734300 SHS ****SOLE 734300 0 0 D NDCHEALTH COMMON 639480102 161 6300 SHS ****SOLE 6300 0 0 D NEIGHBORCARE COMMON 64015Y104 4260 215700 SHS ****SOLE 215700 0 0 D NEIMAN-MARCUS GROUP COMMON 640204202 8 150 SHS ****SOLE 150 0 0 D NEKTAR THERAPEUTICS COMMON 640268108 78576 5773403 SHS ****SOLE 5757876 388 15139 D NEOWARE SYSTEMS COMMON 64065P102 203 14800 SHS ****SOLE 14800 0 0 D NETBANK COMMON 640933107 388 29100 SHS ****SOLE 29100 0 0 D NETWORK APPLIANCE COMMON 64120L104 10925 532282 SHS ****SOLE 532031 0 251 D NEUROCRINE BIOSCIENCES COMMON 64125C109 56364 1033441 SHS ****SOLE 1028970 107 4364 D NEW ENGLAND BUSINESS SERVICE COMMON 643872104 248 8400 SHS ****SOLE 8400 0 0 D NEW HORIZONS WORLDWIDE INC COMMON 645526104 255 44800 SHS ****SOLE 44800 0 0 D NEW YORK COMMUNITY BANCORP COMMON 649445103 39 1033 SHS ****SOLE 1033 0 0 D NEWELL RUBBERMAID COMMON 651229106 44805 1967706 SHS ****SOLE 1931714 125 35867 D NEWFIELD EXPLORATION COMMON 651290108 10494 235600 SHS ****SOLE 235600 0 0 D NEWMONT MINING COMMON 651639106 228 4690 SHS ****SOLE 4690 0 0 D NEWPARK RESOURCES COMMON 651718504 132 27600 SHS ****SOLE 27600 0 0 D THE NEWS CORP LIMITED - ADR ADR 652487703 185 5120 SHS ****SOLE 5120 0 0 D NEWS LTD PFD ADR ADR 652487802 633 20919 SHS ****SOLE 20919 0 0 D NEXTEL COMMUNICATIONS COMMON 65332V103 4968 177064 SHS ****SOLE 177064 0 0 D NIKE COMMON 654106103 49263 719589 SHS ****SOLE 719589 0 0 D NOKIA - ADR ADR 654902204 11361 668285 SHS ****SOLE 668285 0 0 D NOBLE ENERGY COMMON 655044105 318 7150 SHS ****SOLE 7150 0 0 D NORDSTROM COMMON 655664100 1093 31875 SHS ****SOLE 31875 0 0 D NORFOLK SOUTHERN COMMON 655844108 315 13320 SHS ****SOLE 13320 0 0 D NORTH AMERICAN SCIENTIFIC COMMON 65715D100 2533 241200 SHS ****SOLE 241200 0 0 D NORTHEAST UTILITIES COMMON 664397106 278 13800 SHS ****SOLE 13800 0 0 D NORTHERN TRUST COMMON 665859104 153 3300 SHS ****SOLE 3300 0 0 D NORTHROP COMMON 666807102 13870 145080 SHS ****SOLE 145080 0 0 D NOVARTIS - ADR ADR 66987V109 28 600 SHS ****SOLE 600 0 0 D NOVELL COMMON 670006105 372 35400 SHS ****SOLE 35400 0 0 D NOVELLUS SYSTEMS COMMON 670008101 21932 521552 SHS ****SOLE 521237 0 315 D NOVEN PHARMACEUTICALS COMMON 670009109 1256 82600 SHS ****SOLE 82600 0 0 D NU SKIN ENTERPRISES - CL A COMMON 67018T105 273 16000 SHS ****SOLE 16000 0 0 D NSTAR COMMON 67019E107 59 1210 SHS ****SOLE 1210 0 0 D NUCOR COMMON 670346105 165 2950 SHS ****SOLE 2950 0 0 D NUVEEN PREMIUM MUNI FUND 2 CE 67063W102 205 14105 SHS ****SOLE 0 0 14105 D NUVEEN INSD PREM MUNI II CE 6706D8104 794 54240 SHS ****SOLE 0 0 54240 D NUVEEN PREMIUM MUNI FUND 4 CE 6706K4105 293 23049 SHS ****SOLE 0 0 23049 D OSI PHARMACEUTICALS COMMON 671040103 100 3100 SHS ****SOLE 3100 0 0 D OAKLEY COMMON 673662102 6029 435600 SHS ****SOLE 435600 0 0 D OCCIDENTAL PETROLEUM COMMON 674599105 96447 2283300 SHS ****SOLE 2283300 0 0 D OCEANEERING INTERNATIONAL COMMON 675232102 336 12000 SHS ****SOLE 12000 0 0 D OCTEL COMMON 675727101 163 8300 SHS ****SOLE 8300 0 0 D OCULAR SCIENCES COMMON 675744106 350 12200 SHS ****SOLE 12200 0 0 D OFFICE DEPOT COMMON 676220106 2 100 SHS ****SOLE 100 0 0 D OFFSHORE LOGISTICS COMMON 676255102 282 11500 SHS ****SOLE 11500 0 0 D OLD REPUBLIC INTERNATIONAL COMMON 680223104 2402 94733 SHS ****SOLE 94733 0 0 D OMNICARE COMMON 681904108 7296 180629 SHS ****SOLE 180445 0 184 D OMNICOM GROUP COMMON 681919106 760 8700 SHS ****SOLE 8700 0 0 D OMNIVISION TECHNOLOGIES COMMON 682128103 348 6300 SHS ****SOLE 6300 0 0 D ONEOK COMMON 682680103 2513 113800 SHS ****SOLE 113800 0 0 D ORACLE COMMON 68389X105 146035 11044337 SHS ****SOLE 10973163 499 70675 D OSHKOSH TRUCK COMMON 688239201 388 7600 SHS ****SOLE 7600 0 0 D OTTER TAIL POWER COMMON 689648103 243 9100 SHS ****SOLE 9100 0 0 D OUTBACK STEAKHOUSE COMMON 689899102 16072 363553 SHS ****SOLE 363232 0 321 D OVERLAND STORAGE COMMON 690310107 6623 352300 SHS ****SOLE 352300 0 0 D OVERSEAS SHIPHOLDING GROUP COMMON 690368105 75 2200 SHS ****SOLE 2200 0 0 D OWENS & MINOR COMMON 690732102 8698 397000 SHS ****SOLE 397000 0 0 D PC MALL COMMON 69323K100 6569 406000 SHS ****SOLE 406000 0 0 D PFF BANCORP COMMON 69331W104 365 10060 SHS ****SOLE 10060 0 0 D P.F.CHANG'S CHINA BISTRO COMMON 69333Y108 13426 263885 SHS ****SOLE 263885 0 0 D PMC-SIERRA COMMON 69344F106 731 36300 SHS ****SOLE 36300 0 0 D PNC FINANCIAL GROUP COMMON 693475105 3695 67515 SHS ****SOLE 67515 0 0 D POSCO - ADR ADR 693483109 68843 2026598 SHS ****SOLE 1982087 1213 43298 D PNM RESOURCES COMMON 69349H107 7404 263500 SHS ****SOLE 263500 0 0 D P.P.G. INDUSTRIES COMMON 693506107 2288 35740 SHS ****SOLE 35740 0 0 D PPL COMMON 69351T106 1256 28700 SHS ****SOLE 28700 0 0 D PACCAR COMMON 693718108 3418 40150 SHS ****SOLE 40150 0 0 D PACER INTERNATIONAL COMMON 69373H106 392 19400 SHS ****SOLE 19400 0 0 D PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 360 17050 SHS ****SOLE 17050 0 0 D PACKAGING CORP OF AMERICA COMMON 695156109 43582 1993700 SHS ****SOLE 1993700 0 0 D PACTIV COMMON 695257105 16720 699578 SHS ****SOLE 699360 120 98 D PAIN THERAPEUTICS COMMON 69562K100 22225 3197800 SHS ****SOLE 3197800 0 0 D PAN PACIFIC RETAIL PROPERTIES REIT 69806L104 17521 367706 SHS ****SOLE 367623 46 37 D PAPA JOHN'S INTERNATIONAL COMMON 698813102 53 1600 SHS ****SOLE 1600 0 0 D PARAMETRIC TECHNOLOGY COMMON 699173100 78 19800 SHS ****SOLE 19800 0 0 D PARK PLACE ENTERTAINMENT COMMON 700690100 35 3200 SHS ****SOLE 3200 0 0 D PARKER HANNIFIN COMMON 701094104 201 3380 SHS ****SOLE 3380 0 0 D PARTY CITY COMMON 702145103 223 17500 SHS ****SOLE 17500 0 0 D PATHMARK STORES COMMON 70322A101 67 8800 SHS ****SOLE 8800 0 0 D PATTERSON DENTAL COMMON 703412106 508 7925 SHS ****SOLE 7925 0 0 D PAXAR COMMON 704227107 196 14600 SHS ****SOLE 14600 0 0 D PAYCHEX COMMON 704326107 439 11800 SHS ****SOLE 11800 0 0 D PEDIATRIX MEDICAL GROUP COMMON 705324101 397 7200 SHS ****SOLE 7200 0 0 D PEETS COFFEE & TEA COMMON 705560100 17486 1003474 SHS ****SOLE 1003474 0 0 D PEGASUS SYSTEMS INCORPORATED COMMON 705906105 36 3400 SHS ****SOLE 3400 0 0 D PENN-AMERICA GROUP COMMON 707247102 261 19700 SHS ****SOLE 19700 0 0 D PENTAIR COMMON 709631105 1923 42075 SHS ****SOLE 42075 0 0 D PEOPLESOFT COMMON 712713106 513 22500 SHS ****SOLE 22500 0 0 D PEPSI BOTTLING GROUP COMMON 713409100 265 10975 SHS ****SOLE 10975 0 0 D PEPSIAMERICAS COMMON 71343P200 43 2500 SHS ****SOLE 2500 0 0 D PEPSICO COMMON 713448108 161508 3464365 SHS ****SOLE 3441983 26 22356 D PERKINELMER COMMON 714046109 282 16500 SHS ****SOLE 16500 0 0 D PETCO ANIMAL SUPPLIES COMMON 716016209 277 9100 SHS ****SOLE 9100 0 0 D PETROLEO BRASILEIRO SA - ADR ADR 71654V101 7505 281500 SHS ****SOLE 281500 0 0 D PETSMART COMMON 716768106 80166 3368283 SHS ****SOLE 3355405 326 12552 D PFIZER COMMON 717081103 189775 5371504 SHS ****SOLE 5332942 233 38329 D PHARMACEUTICAL PRODUCT DEVELOP COMMON 717124101 4388 162700 SHS ****SOLE 162700 0 0 D PHARMACEUTICAL RESOURCES COMMON 717125108 6535 100300 SHS ****SOLE 100300 0 0 D PHELPS DODGE COMMON 717265102 296 3890 SHS ****SOLE 3890 0 0 D PHILLIPS - VAN HEUSEN COMMON 718592108 4046 228100 SHS ****SOLE 228100 0 0 D PHOTRONICS COMMON 719405102 4924 247200 SHS ****SOLE 247200 0 0 D PIER 1 IMPORTS COMMON 720279108 7483 342300 SHS ****SOLE 342300 0 0 D PIONEER NATURAL RESOURCES COMMON 723787107 61 1900 SHS ****SOLE 1900 0 0 D PITNEY BOWES COMMON 724479100 33018 812850 SHS ****SOLE 812850 0 0 D PLANAR SYSTEMS COMMON 726900103 311 12800 SHS ****SOLE 12800 0 0 D PLANTRONICS COMMON 727493108 503 15400 SHS ****SOLE 15400 0 0 D PLAYBOY ENTERPRISES COMMON 728117300 281 17400 SHS ****SOLE 17400 0 0 D PLEXUS COMMON 729132100 7987 465200 SHS ****SOLE 465200 0 0 D POLYCOM COMMON 73172K104 45 2300 SHS ****SOLE 2300 0 0 D POLYMEDICA COMMON 731738100 255 9700 SHS ****SOLE 9700 0 0 D POLYONE COMMON 73179P106 5273 825259 SHS ****SOLE 825065 109 85 D POPULAR COMMON 733174106 36 800 SHS ****SOLE 800 0 0 D POWELL INDUSTRIES COMMON 739128106 234 12200 SHS ****SOLE 12200 0 0 D POWER INTEGRATIONS COMMON 739276103 29838 891729 SHS ****SOLE 889604 58 2067 D PRAXAIR COMMON 74005P104 1155 30230 SHS ****SOLE 30230 0 0 D PRECISION CASTPARTS COMMON 740189105 41 900 SHS ****SOLE 900 0 0 D PRENTISS PROPERTIES TRUST REIT 740706106 49288 1494035 SHS ****SOLE 1494035 0 0 D PRESIDENTIAL LIFE COMMON 740884101 196 14900 SHS ****SOLE 14900 0 0 D T ROWE PRICE GROUP COMMON 74144T108 5 100 SHS ****SOLE 100 0 0 D PRIDE INTERNATIONAL COMMON 74153Q102 2168 116278 SHS ****SOLE 107894 210 8174 D PRINCIPAL FINANCIAL GROUP COMMON 74251V102 3120 94350 SHS ****SOLE 94350 0 0 D PRIORITY HEALTHCARE - CLASS B COMMON 74264T102 395 16400 SHS ****SOLE 16400 0 0 D PROCTER & GAMBLE COMMON 742718109 105116 1052427 SHS ****SOLE 1052427 0 0 D PROGRESS SOFTWARE COMMON 743312100 227 11100 SHS ****SOLE 11100 0 0 D PROGRESSIVE COMMON 743315103 1897 22700 SHS ****SOLE 22700 0 0 D PROLOGIS REIT 743410102 27206 847790 SHS ****SOLE 847790 0 0 D PROQUEST COMMON 74346P102 456 15500 SHS ****SOLE 15500 0 0 D PROTECTIVE LIFE COMMON 743674103 5 150 SHS ****SOLE 150 0 0 D PROTEINDESIGN LABS COMMON 74369L103 111066 6204803 SHS ****SOLE 6189135 521 15147 D PROVIDENT BANKSHARES COMMON 743859100 8556 290631 SHS ****SOLE 290631 0 0 D PROVIDENT FINANCIAL GROUP COMMON 743866105 147 4600 SHS ****SOLE 4600 0 0 D PROVINCE HEALTHCARE COMMON 743977100 7904 494000 SHS ****SOLE 494000 0 0 D PROVIDIAN FINANCIAL COMMON 74406A102 2592 222700 SHS ****SOLE 222700 0 0 D PRUDENTIAL FINANCIAL COMMON 744320102 96434 2308690 SHS ****SOLE 2308690 0 0 D PUBLIC SERVICE ENTERPRISE GRP COMMON 744573106 5961 136100 SHS ****SOLE 136100 0 0 D PUGET ENERGY COMMON 745310102 5 200 SHS ****SOLE 200 0 0 D QLOGIC COMMON 747277101 619 12000 SHS ****SOLE 12000 0 0 D QUALCOMM COMMON 747525103 2640 48957 SHS ****SOLE 48957 0 0 D QUALITY SYSTEMS COMMON 747582104 218 4900 SHS ****SOLE 4900 0 0 D QUEST DIAGNOSTICS COMMON 74834L100 585 8000 SHS ****SOLE 8000 0 0 D QUESTAR COMMON 748356102 299 8500 SHS ****SOLE 8500 0 0 D QUICKSILVER RESOURCES COMMON 74837R104 320 9900 SHS ****SOLE 9900 0 0 D R & G FINANCIAL COMMON 749136107 15936 400400 SHS ****SOLE 400400 0 0 D RAIT INVESTMENT TRUST COMMON 749227104 6300 246100 SHS ****SOLE 246100 0 0 D R.H. DONNELLEY COMMON 74955W307 60 1500 SHS ****SOLE 1500 0 0 D RLI COMMON 749607107 427 11400 SHS ****SOLE 11400 0 0 D RPM INTERNATIONAL COMMON 749685103 25 1500 SHS ****SOLE 1500 0 0 D RSA SECURITY COMMON 749719100 207 14600 SHS ****SOLE 14600 0 0 D RF MICRO DEVICES COMMON 749941100 307 30500 SHS ****SOLE 30500 0 0 D RADIO ONE COMMON 75040P108 19252 984766 SHS ****SOLE 984766 0 0 D RADIO ONE - CLASS D COMMON 75040P405 3 150 SHS ****SOLE 150 0 0 D RADIOSHACK COMMON 750438103 2582 84175 SHS ****SOLE 84175 0 0 D RADISYS COMMON 750459109 228 13500 SHS ****SOLE 13500 0 0 D RALCORP HOLDINGS COMMON 751028101 260 8300 SHS ****SOLE 8300 0 0 D RAMCO-GERSHENSON PROPERTIES REIT 751452202 27428 969200 SHS ****SOLE 969200 0 0 D RARE HOSPITALITY INTL COMMON 753820109 8241 337200 SHS ****SOLE 337200 0 0 D RAYMOND JAMES FINANCIAL COMMON 754730109 6 150 SHS ****SOLE 150 0 0 D RAYTHEON COMMON 755111507 5132 170850 SHS ****SOLE 170850 0 0 D READERS DIGEST ASSN - CL A COMMON 755267101 25 1700 SHS ****SOLE 1700 0 0 D RECKSON ASSOCIATES REALTY REIT 75621K106 42662 1755640 SHS ****SOLE 1755640 0 0 D RED HAT COMMON 756577102 8271 440651 SHS ****SOLE 435188 126 5337 D REDWOOD TRUST COMMON 758075402 8472 166600 SHS ****SOLE 166600 0 0 D REEBOK INTERNATIONAL COMMON 758110100 7152 181900 SHS ****SOLE 181900 0 0 D REED ELSEVIER NV - ADR COMMON 758204101 56616 2287493 SHS ****SOLE 2208430 2121 76942 D REGAL ENTERTAINMENT GROUP -A COMMON 758766109 3 150 SHS ****SOLE 150 0 0 D REGENCY CENTERS REIT 758849103 8775 220200 SHS ****SOLE 220200 0 0 D REGIS COMMON 758932107 308 7800 SHS ****SOLE 7800 0 0 D REPUBLIC BANCORP COMMON 760282103 5449 403960 SHS ****SOLE 403960 0 0 D REPUBLIC SERVICES - CLASS A COMMON 760759100 329 12850 SHS ****SOLE 12850 0 0 D RES-CARE INCORPORATED COMMON 760943100 292 36000 SHS ****SOLE 36000 0 0 D RESOURCES CONNECTION COMMON 76122Q105 37749 1382257 SHS ****SOLE 1376470 142 5645 D RESPIRONICS COMMON 761230101 36 800 SHS ****SOLE 800 0 0 D REWARDS NETWORK COMMON 761557107 5123 480600 SHS ****SOLE 480600 0 0 D RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 2326 40000 SHS ****SOLE 40000 0 0 D RIGGS NATL WASH D C COMMON 766570105 6797 411200 SHS ****SOLE 411200 0 0 D RIO TINTO - ADR ADR 767204100 73059 656357 SHS ****SOLE 634226 597 21534 D ROBERT HALF INTERNATIONAL COMMON 770323103 6423 275182 SHS ****SOLE 274841 0 341 D ROCKWELL AUTOMATION COMMON 773903109 1958 55000 SHS ****SOLE 55000 0 0 D ROCKWELL COLLINS COMMON 774341101 36 1200 SHS ****SOLE 1200 0 0 D ROFIN-SINAR TECHNOLOGIES COMMON 775043102 301 8700 SHS ****SOLE 8700 0 0 D ROHM & HAAS COMMON 775371107 419 9800 SHS ****SOLE 9800 0 0 D ROSS STORES COMMON 778296103 2454 92800 SHS ****SOLE 92800 0 0 D ROUSE REIT 779273101 42375 901600 SHS ****SOLE 901600 0 0 D ROWAN COMPANIES COMMON 779382100 37145 1603133 SHS ****SOLE 1603133 0 0 D ROYAL DUTCH PETROLEUM-NY SHRS NYSHRS 780257804 74484 1421724 SHS ****SOLE 1373359 1303 47062 D RUDDICK COMMON 781258108 263 14700 SHS ****SOLE 14700 0 0 D RUSSELL COMMON 782352108 140 8000 SHS ****SOLE 8000 0 0 D RYANAIR HOLDINGS - ADR ADR 783513104 735 14522 SHS ****SOLE 14522 0 0 D RYDER SYSTEM COMMON 783549108 5 150 SHS ****SOLE 150 0 0 D SBC COMMUNICATIONS COMMON 78387G103 99219 3805855 SHS ****SOLE 3778254 106 27495 D SEI COMMON 784117103 968 31775 SHS ****SOLE 31775 0 0 D SL GREEN REALTY REIT 78440X101 29612 721370 SHS ****SOLE 721370 0 0 D SLM COMMON 78442P106 62941 1670411 SHS ****SOLE 1670411 0 0 D S & P 500 DEPOSITARY RECEIPT COMMON 78462F103 15777 141800 SHS ****SOLE 141800 0 0 D SPX COMMON 784635104 35 600 SHS ****SOLE 600 0 0 D SAFEWAY COMMON 786514208 17 770 SHS ****SOLE 770 0 0 D THE ST JOE COMPANY COMMON 790148100 7402 198500 SHS ****SOLE 198500 0 0 D ST JUDE MEDICAL COMMON 790849103 43 700 SHS ****SOLE 700 0 0 D SAKS COMMON 79377W108 1047 69600 SHS ****SOLE 69600 0 0 D SALEM COMMUNICATIONS - CLASS A COMMON 794093104 152 5600 SHS ****SOLE 5600 0 0 D SANDERSON FARMS COMMON 800013104 274 6800 SHS ****SOLE 6800 0 0 D SANDISK COMMON 80004C101 1713 28000 SHS ****SOLE 28000 0 0 D SAP - ADR ADR 803054204 399 9600 SHS ****SOLE 9600 0 0 D SARA LEE COMMON 803111103 149 6850 SHS ****SOLE 6850 0 0 D SASOL - ADR ADR 803866300 50420 3479662 SHS ****SOLE 3359489 3142 117031 D SCHERING PLOUGH COMMON 806605101 631 36300 SHS ****SOLE 36300 0 0 D SCHLUMBERGER LTD. COMMON 806857108 17218 314650 SHS ****SOLE 314650 0 0 D SCHOLASTIC COMMON 807066105 310 9100 SHS ****SOLE 9100 0 0 D SCHWAB (CHARLES) COMMON 808513105 71 6000 SHS ****SOLE 6000 0 0 D SCHWEITZER-MAUDUIT INTL COMMON 808541106 191 6400 SHS ****SOLE 6400 0 0 D SCICLONE PHARMACEUTICALS INC COMMON 80862K104 5434 801500 SHS ****SOLE 801500 0 0 D SCIENTIFIC-ATLANTA COMMON 808655104 1179 43200 SHS ****SOLE 43200 0 0 D SCOTTS COMMON 810186106 142 2400 SHS ****SOLE 2400 0 0 D E.W. SCRIPPS COMMON 811054204 128 1360 SHS ****SOLE 1360 0 0 D SCS TRANSPORTATION COMMON 81111T102 2460 139950 SHS ****SOLE 139950 0 0 D SEACHANGE INTERNATIONAL COMMON 811699107 189 12300 SHS ****SOLE 12300 0 0 D SEACOAST FINANCIAL SERVICES COMMON 81170Q106 3021 110300 SHS ****SOLE 110300 0 0 D SEALED AIR COMMON 81211K100 46 850 SHS ****SOLE 850 0 0 D SEARS ROEBUCK COMMON 812387108 67 1470 SHS ****SOLE 1470 0 0 D SECOND BANCORP COMMON 813114105 222 8400 SHS ****SOLE 8400 0 0 D SELECT MEDICAL COMMON 816196109 231 14200 SHS ****SOLE 14200 0 0 D SENIOR HOUSING PROPERTIES TRST REIT 81721M109 264 15300 SHS ****SOLE 15300 0 0 D SEROLOGICALS COMMON 817523103 368 19800 SHS ****SOLE 19800 0 0 D SERVICEMASTER COMMON 81760N109 252 21600 SHS ****SOLE 21600 0 0 D SHIRE PHARMACEUTICALS - ADR ADR 82481R106 4796 165100 SHS ****SOLE 165100 0 0 D SHOE CARNIVAL COMMON 824889109 3537 198700 SHS ****SOLE 198700 0 0 D SHOPKO STORES COMMON 824911101 5737 376200 SHS ****SOLE 376200 0 0 D SHURGARD STORAGE CENTERS-A REIT 82567D104 294 7800 SHS ****SOLE 7800 0 0 D SIEBEL SYSTEMS COMMON 826170102 535 38600 SHS ****SOLE 38600 0 0 D SIERRA HEALTH SERVICES COMMON 826322109 327 11900 SHS ****SOLE 11900 0 0 D SIERRA PACIFIC RESOURCES COMMON 826428104 68 9200 SHS ****SOLE 9200 0 0 D SIGMA-ALDRICH COMMON 826552101 2908 50855 SHS ****SOLE 50855 0 0 D SILICON LABORATORIES COMMON 826919102 1748 40425 SHS ****SOLE 40425 0 0 D SIMON PROPERTY GROUP REIT 828806109 57824 1247820 SHS ****SOLE 1247820 0 0 D SINCLAIR BROADCASTING GROUP COMMON 829226109 388 26000 SHS ****SOLE 26000 0 0 D SKY FINANCIAL GROUP COMMON 83080P103 980 37785 SHS ****SOLE 37785 0 0 D SKYWEST COMMON 830879102 3504 193400 SHS ****SOLE 193400 0 0 D SKYWORKS SOLUTIONS COMMON 83088M102 46517 5346732 SHS ****SOLE 5331456 424 14852 D A. O. SMITH COMMON 831865209 6160 175750 SHS ****SOLE 175750 0 0 D SMITH INTERNATIONAL COMMON 832110100 628 15125 SHS ****SOLE 15125 0 0 D JM SMUCKER COMMON 832696405 6 132 SHS ****SOLE 132 0 0 D SMURFIT-STONE CONTAINER COMMON 832727101 77 4130 SHS ****SOLE 4130 0 0 D SNAP-ON COMMON 833034101 3 100 SHS ****SOLE 100 0 0 D SOHU.COM COMMON 83408W103 271 9033 SHS ****SOLE 9033 0 0 D SOLA INTERNATIONAL COMMON 834092108 7353 391100 SHS ****SOLE 391100 0 0 D SONIC COMMON 835451105 55493 1810320 SHS ****SOLE 1803767 158 6395 D SONOCO PRODUCTS COMMON 835495102 1490 60500 SHS ****SOLE 60500 0 0 D SONY - ADR ADR 835699307 121 3500 SHS ****SOLE 3500 0 0 D SONUS NETWORKS COMMON 835916107 144 19000 SHS ****SOLE 19000 0 0 D SOURCECORP COMMON 836167106 294 11500 SHS ****SOLE 11500 0 0 D SOUTH FINANCIAL GROUP COMMON 837841105 6668 239900 SHS ****SOLE 239900 0 0 D SOUTHTRUST COMMON 844730101 90 2740 SHS ****SOLE 2740 0 0 D SOUTHWEST AIRLINES COMMON 844741108 1226 75975 SHS ****SOLE 75975 0 0 D SOUTHWEST GAS COMMON 844895102 7734 344500 SHS ****SOLE 344500 0 0 D SOVEREIGN BANCORP COMMON 845905108 58413 2459488 SHS ****SOLE 2458673 0 815 D SPANISH BROADCASTING SYSTEMS COMMON 846425882 252 24000 SHS ****SOLE 24000 0 0 D SPARTECH COMMON 847220209 5253 213200 SHS ****SOLE 213200 0 0 D SPECTRALINK COMMON 847580107 174 9100 SHS ****SOLE 9100 0 0 D SPHERION COMMON 848420105 163 16600 SHS ****SOLE 16600 0 0 D SPORTS AUTHORITY COMMON 84917U109 4284 111575 SHS ****SOLE 111575 0 0 D SPRINT COMMON 852061100 141 8580 SHS ****SOLE 8580 0 0 D STAGE STORES COMMON 85254C305 53 1900 SHS ****SOLE 1900 0 0 D STANDARD PACIFIC COMMON 85375C101 515 10600 SHS ****SOLE 10600 0 0 D STANLEY WORKS COMMON 854616109 151 4000 SHS ****SOLE 4000 0 0 D STAPLES COMMON 855030102 44463 1628687 SHS ****SOLE 1628112 0 575 D STARBUCKS COMMON 855244109 16899 511105 SHS ****SOLE 510654 0 451 D STARWOOD HOTELS & RESORTS WOR COMMON 85590A203 88005 2446606 SHS ****SOLE 2422639 53 23914 D STATE STREET COMMON 857477103 237 4560 SHS ****SOLE 4560 0 0 D STERIS COMMON 859152100 2 100 SHS ****SOLE 100 0 0 D STERLING FINANCIAL / SPOKANE COMMON 859319105 5214 152323 SHS ****SOLE 152323 0 0 D STONE ENERGY COMMON 861642106 246 5800 SHS ****SOLE 5800 0 0 D STONERIDGE INCORPORATED COMMON 86183P102 179 11900 SHS ****SOLE 11900 0 0 D STORAGE TECHNOLOGY COMMON 862111200 8112 315025 SHS ****SOLE 315025 0 0 D STRIDE RITE COMMON 863314100 286 25100 SHS ****SOLE 25100 0 0 D STRYKER COMMON 863667101 1207 14200 SHS ****SOLE 14200 0 0 D SUN COMMUNITIES REIT 866674104 16053 414800 SHS ****SOLE 414800 0 0 D SUNGARD DATA SYSTEMS COMMON 867363103 13215 476900 SHS ****SOLE 476900 0 0 D SUNTRUST BANKS COMMON 867914103 400 5600 SHS ****SOLE 5600 0 0 D SUPERVALU COMMON 868536103 44 1550 SHS ****SOLE 1550 0 0 D SURMODICS INC COMMON 868873100 227 9500 SHS ****SOLE 9500 0 0 D SWIFT TRANSPORTATION CO COMMON 870756103 579 27557 SHS ****SOLE 27557 0 0 D SYBRON DENTAL SPECIALTIES COMMON 871142105 287 10200 SHS ****SOLE 10200 0 0 D SYMANTEC COMMON 871503108 1254 36200 SHS ****SOLE 36200 0 0 D SYMBOL TECHNOLOGIES COMMON 871508107 6303 373200 SHS ****SOLE 373200 0 0 D SYMMETRICOM COMMON 871543104 128 17600 SHS ****SOLE 17600 0 0 D SYNAPTICS COMMON 87157D109 277 18500 SHS ****SOLE 18500 0 0 D SYNOPSYS COMMON 871607107 78 2300 SHS ****SOLE 2300 0 0 D SYSCO COMMON 871829107 3470 93200 SHS ****SOLE 93200 0 0 D TCF FINANCIAL COMMON 872275102 216 4200 SHS ****SOLE 4200 0 0 D TJX COMPANIES COMMON 872540109 77999 3537352 SHS ****SOLE 3495809 0 41543 D TXU COMMON 873168108 3158 133150 SHS ****SOLE 133150 0 0 D TAIWAN SEMICONDUCTORS - ADR ADR 874039100 230 22504 SHS ****SOLE 22504 0 0 D TAKE-TWO INTERACTIVE SOFTWRE COMMON 874054109 5926 205700 SHS ****SOLE 205700 0 0 D TARGET COMMON 87612E106 30762 801100 SHS ****SOLE 801100 0 0 D TEAM COMMON 878155100 103 10000 SHS ****SOLE 10000 0 0 D TECH DATA COMMON 878237106 6829 172050 SHS ****SOLE 172050 0 0 D TECHNE COMMON 878377100 325 8600 SHS ****SOLE 8600 0 0 D TECUMSEH PRODUCTS - CLASS A COMMON 878895200 300 6200 SHS ****SOLE 6200 0 0 D TEKELEC COMMON 879101103 46229 2972905 SHS ****SOLE 2961867 285 10753 D TELECOM NEW ZEALAND - ADR ADR 879278208 64089 2268631 SHS ****SOLE 2191199 2096 75336 D TELEFLEX COMMON 879369106 389 8050 SHS ****SOLE 8050 0 0 D TELEFONICA - ADR ADR 879382208 71324 1614012 SHS ****SOLE 1557509 1506 54997 D TELEFONOS DE MEXICO - ADR ADR 879403780 8505 257500 SHS ****SOLE 257500 0 0 D TELSTRA - ADR COMMON 87969N204 39348 2151328 SHS ****SOLE 2078372 2031 70925 D TEMPLE-INLAND COMMON 879868107 256 4080 SHS ****SOLE 4080 0 0 D TENARIS - ADR ADR 88031M109 6974 209300 SHS ****SOLE 209300 0 0 D TENET HEALTHCARE COMMON 88033G100 3193 198920 SHS ****SOLE 198920 0 0 D TERADYNE COMMON 880770102 1379 54200 SHS ****SOLE 54200 0 0 D TEREX COMMON 880779103 9846 345702 SHS ****SOLE 345702 0 0 D TEVA PHARMACEUTICAL - ADR ADR 881624209 7227 127439 SHS ****SOLE 127306 0 133 D TETRA TECH COMMON 88162G103 8716 350612 SHS ****SOLE 350478 73 61 D TEXAS INDUSTRIES COMMON 882491103 6142 166000 SHS ****SOLE 166000 0 0 D TEXAS INSTRUMENTS COMMON 882508104 20834 709106 SHS ****SOLE 709106 0 0 D TEXTRON COMMON 883203101 2731 47860 SHS ****SOLE 47860 0 0 D THERMO ELECTRON COMMON 883556102 134 5300 SHS ****SOLE 5300 0 0 D THOMAS INDUSTRIES COMMON 884425109 69 2000 SHS ****SOLE 2000 0 0 D THOR INDUSTRIES COMMON 885160101 281 5000 SHS ****SOLE 5000 0 0 D 3M COMMON 88579Y101 483 5675 SHS ****SOLE 5675 0 0 D TIDEWATER COMMON 886423102 100 3350 SHS ****SOLE 3350 0 0 D TIFFANY & CO COMMON 886547108 16894 373764 SHS ****SOLE 373529 0 235 D TIMBERLAND - CLASS A COMMON 887100105 36 700 SHS ****SOLE 700 0 0 D TIME WARNER COMMON 887317105 17317 962567 SHS ****SOLE 962567 0 0 D TIMKEN COMMON 887389104 3 150 SHS ****SOLE 150 0 0 D TOLL BROTHERS COMMON 889478103 39757 999937 SHS ****SOLE 999937 0 0 D TORCHMARK COMMON 891027104 196 4300 SHS ****SOLE 4300 0 0 D TORO COMMON 891092108 288 6200 SHS ****SOLE 6200 0 0 D TOTAL S.A. - ADR ADR 89151E109 82072 887164 SHS ****SOLE 856906 816 29442 D TOYOTA MOTOR - ADR ADR 892331307 48973 712333 SHS ****SOLE 687509 624 24200 D TRACTOR SUPPLY COMMON 892356106 8234 211400 SHS ****SOLE 211400 0 0 D TRAVELERS PROPERTY CASUALTY -A COMMON 89420G109 680 40513 SHS ****SOLE 40513 0 0 D TRAVELERS PROPERTY CASUALTY -B COMMON 89420G406 94 5531 SHS ****SOLE 5531 0 0 D TRIAD GUARANTY COMMON 895925105 206 4100 SHS ****SOLE 4100 0 0 D TRIBUNE COMMON 896047107 247 4780 SHS ****SOLE 4780 0 0 D TRIQUINT SEMICONDUCTOR COMMON 89674K103 173 24500 SHS ****SOLE 24500 0 0 D TUESDAY MORNING COMMON 899035505 756 25004 SHS ****SOLE 25004 0 0 D TYCO INTERNATIONAL COMMON 902124106 4812 181592 SHS ****SOLE 181592 0 0 D TYSON FOOD - CLASS A COMMON 902494103 1669 126040 SHS ****SOLE 126040 0 0 D UGI COMMON 902681105 281 8300 SHS ****SOLE 8300 0 0 D US BANCORP COMMON 902973304 133519 4483514 SHS ****SOLE 4483514 0 0 D USG COMMON 903293405 350 21100 SHS ****SOLE 21100 0 0 D US ONCOLOGY COMMON 90338W103 137 12700 SHS ****SOLE 12700 0 0 D UNIBANCO - GDR GDR 90458E107 189 7595 SHS ****SOLE 7595 0 0 D UNIFIRST COMMON 904708104 218 9200 SHS ****SOLE 9200 0 0 D UNION PACIFIC COMMON 907818108 4957 71340 SHS ****SOLE 71340 0 0 D UNION PLANTERS COMMON 908068109 1471 46700 SHS ****SOLE 46700 0 0 D UNISYS COMMON 909214108 39 2600 SHS ****SOLE 2600 0 0 D UNITED ONLINE COMMON 911268100 292 17400 SHS ****SOLE 17400 0 0 D UNITED PARCEL SERVICE - CL B COMMON 911312106 11458 153690 SHS ****SOLE 153690 0 0 D UNITED RENTALS COMMON 911363109 32765 1701200 SHS ****SOLE 1701200 0 0 D UNITED STATIONERS COMMON 913004107 8871 216800 SHS ****SOLE 216800 0 0 D UNITED TECHNOLOGIES COMMON 913017109 9368 98850 SHS ****SOLE 98850 0 0 D UNITED THERAPEUTICS COMMON 91307C102 1820 79300 SHS ****SOLE 79300 0 0 D UNITEDHEALTH GROUP COMMON 91324P102 13837 237832 SHS ****SOLE 237832 0 0 D UNIVERSAL COMPRESSION HLDGS COMMON 913431102 170 6500 SHS ****SOLE 6500 0 0 D UNIVERSAL COMMON 913456109 309 7000 SHS ****SOLE 7000 0 0 D UNIVERSAL ELECTRONICS COMMON 913483103 201 15800 SHS ****SOLE 15800 0 0 D UNIVERSAL FOREST PRODUCTS COMMON 913543104 3398 105600 SHS ****SOLE 105600 0 0 D UNIVISION COMMON 914906102 220 5550 SHS ****SOLE 5550 0 0 D UNOCAL COMMON 915289102 641 17410 SHS ****SOLE 17410 0 0 D UNOVA COMMON 91529B106 321 14000 SHS ****SOLE 14000 0 0 D UPM-KYMMENE OYJ - ADR ADR 915436109 60529 3144355 SHS ****SOLE 3036120 2845 105390 D URBAN OUTFITTERS COMMON 917047102 16798 453400 SHS ****SOLE 453400 0 0 D USF COMMON 91729Q101 62 1800 SHS ****SOLE 1800 0 0 D UTSTARCOM COMMON 918076100 3099 83600 SHS ****SOLE 83600 0 0 D V F COMMON 918204108 3047 70475 SHS ****SOLE 70475 0 0 D VALASSIS COMMUNICATIONS COMMON 918866104 220 7500 SHS ****SOLE 7500 0 0 D VALEANT PHARMACEUTICALS COMMON 91911X104 45 1800 SHS ****SOLE 1800 0 0 D VALERO ENERGY COMMON 91913Y100 180 3880 SHS ****SOLE 3880 0 0 D VARCO INTERNATIONAL COMMON 922122106 4 200 SHS ****SOLE 200 0 0 D VARIAN COMMON 922206107 8684 208300 SHS ****SOLE 208300 0 0 D VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 64040 1464456 SHS ****SOLE 1461401 81 2974 D VARIAN MEDICAL SYSTEMS COMMON 92220P105 755 10925 SHS ****SOLE 10925 0 0 D VEECO INSTRUMENTS COMMON 922417100 11221 397891 SHS ****SOLE 397775 64 52 D VERITAS SOFTWARE COMMON 923436109 12222 328950 SHS ****SOLE 328950 0 0 D VERISIGN COMMON 92343E102 652 40000 SHS ****SOLE 40000 0 0 D VERIZON COMMUNICATIONS COMMON 92343V104 88310 2517393 SHS ****SOLE 2496170 88 21135 D VESTA INSURANCE GROUP COMMON 925391104 270 70000 SHS ****SOLE 70000 0 0 D VIACOM CLASS B COMMON 925524308 26525 597687 SHS ****SOLE 597687 0 0 D VIAD COMMON 92552R109 153 6100 SHS ****SOLE 6100 0 0 D VIDESH SANCHAR NIGAM - ADR ADR 92659G600 2384 361147 SHS ****SOLE 361147 0 0 D VINTAGE PETROLEUM COMMON 927460105 274 22800 SHS ****SOLE 22800 0 0 D VITAL SIGNS COMMON 928469105 203 6200 SHS ****SOLE 6200 0 0 D VITESSE SEMICONDUCTOR COMMON 928497106 160 27300 SHS ****SOLE 27300 0 0 D VODAFONE GROUP PLC - ADR ADR 92857W100 124 4950 SHS ****SOLE 4950 0 0 D VORNADO REALTY TRUST REIT 929042109 43138 787900 SHS ****SOLE 787900 0 0 D VOTORANTIM CELULOSE PAPEL- ADR ADR 92906P106 9756 311200 SHS ****SOLE 311200 0 0 D WCI COMMUNITIES COMMON 92923C104 39307 1907159 SHS ****SOLE 1901731 166 5262 D WACHOVIA COMMON 929903102 8755 187925 SHS ****SOLE 187925 0 0 D WAL MART STORES COMMON 931142103 15887 299470 SHS ****SOLE 299470 0 0 D WALGREEN COMMON 931422109 873 24000 SHS ****SOLE 24000 0 0 D WALTER INDUSTRIES COMMON 93317Q105 120 9000 SHS ****SOLE 9000 0 0 D WARNACO GROUP - CL A COMMON 934390402 598 37500 SHS ****SOLE 37500 0 0 D WASHINGTON GROUP INTERNATIONAL COMMON 938862208 374 11000 SHS ****SOLE 11000 0 0 D WASHINGTON MUTUAL COMMON 939322103 6645 165625 SHS ****SOLE 165625 0 0 D WASTE MANAGEMENT COMMON 94106L109 3181 107450 SHS ****SOLE 107450 0 0 D WATSCO COMMON 942622200 300 13200 SHS ****SOLE 13200 0 0 D WATSON PHARMACEUTICAL COMMON 942683103 11859 257800 SHS ****SOLE 257800 0 0 D WATSON WYATT & CO. COMMON 942712100 309 12800 SHS ****SOLE 12800 0 0 D WAUSAU-MOSINEE PAPER COMMON 943315101 6883 509100 SHS ****SOLE 509100 0 0 D WEBEX COMMUNICATIONS COMMON 94767L109 324 16100 SHS ****SOLE 16100 0 0 D WEBSTER FINANCIAL COMMON 947890109 63957 1394619 SHS ****SOLE 1389291 129 5199 D WELLMAN COMMON 949702104 312 30600 SHS ****SOLE 30600 0 0 D WELLPOINT HEALTH NETWORKS COMMON 94973H108 3012 31050 SHS ****SOLE 31050 0 0 D WELLS FARGO COMMON 949746101 151250 2568348 SHS ****SOLE 2549003 83 19262 D WEST COAST BANCORP/OREGON COMMON 952145100 390 18300 SHS ****SOLE 18300 0 0 D WEST COMMON 952355105 41841 1801143 SHS ****SOLE 1794484 170 6489 D WEST PHARMACEUTICAL SVCS COMMON 955306105 431 12700 SHS ****SOLE 12700 0 0 D WESTAR ENERGY COMMON 95709T100 407 20100 SHS ****SOLE 20100 0 0 D WESTCORP COMMON 957907108 24393 667400 SHS ****SOLE 667400 0 0 D WESTERN DIGITAL COMMON 958102105 929 78800 SHS ****SOLE 78800 0 0 D WESTERN GAS RESOURCES COMMON 958259103 255 5400 SHS ****SOLE 5400 0 0 D WESTERN WIRELESS - CLASS A COMMON 95988E204 408 22200 SHS ****SOLE 22200 0 0 D WESTWOOD ONE COMMON 961815107 152729 4464436 SHS ****SOLE 4427441 223 36772 D WEYERHAEUSER COMMON 962166104 3206 50100 SHS ****SOLE 50100 0 0 D WHIRLPOOL COMMON 963320106 4 50 SHS ****SOLE 50 0 0 D WHITEHALL JEWELLERS COMMON 965063100 1490 151000 SHS ****SOLE 151000 0 0 D WILLIAMS-SONOMA COMMON 969904101 22429 645080 SHS ****SOLE 644823 0 257 D WILSON GREATBATCH TECHNOLOGY COMMON 972232102 38 900 SHS ****SOLE 900 0 0 D WINN DIXIE STORES COMMON 974280109 293 29400 SHS ****SOLE 29400 0 0 D WIRELESS FACILITIES COMMON 97653A103 199 13400 SHS ****SOLE 13400 0 0 D WOLVERINE WORLD WIDE COMMON 978097103 6206 304500 SHS ****SOLE 304500 0 0 D WORLD ACCEPTANCE COMMON 981419104 169 8500 SHS ****SOLE 8500 0 0 D WORLD COLOR PRESS CNV CONVBD 981443AA2 313 300000 PRN ****SOLE 300000 0 0 D WORLD FUEL SERVICES COMMON 981475106 363 10700 SHS ****SOLE 10700 0 0 D WRIGLEY COMMON 982526105 275 4900 SHS ****SOLE 4900 0 0 D WYETH COMMON 983024100 186561 4394832 SHS ****SOLE 4368268 152 26412 D WYNN RESORTS COMMON 983134107 58048 2072409 SHS ****SOLE 2062078 253 10078 D XM SATELLITE RADIO HOLD-CL A COMMON 983759101 1054 40000 SHS ****SOLE 40000 0 0 D XTO ENERGY COMMON 98385X106 6 200 SHS ****SOLE 200 0 0 D XILINX COMMON 983919101 39058 1008361 SHS ****SOLE 1008027 0 334 D YAHOO! COMMON 984332106 282 6250 SHS ****SOLE 6250 0 0 D YANKEE CANDLE COMMON 984757104 287 10500 SHS ****SOLE 10500 0 0 D YELLOW ROADWAY COMMON 985577105 6851 189400 SHS ****SOLE 189400 0 0 D YORK INTERNATIONAL COMMON 986670107 551 14975 SHS ****SOLE 14975 0 0 D YUM! BRANDS COMMON 988498101 4829 140375 SHS ****SOLE 140375 0 0 D ZIMMER HOLDINGS COMMON 98956P102 1484 21075 SHS ****SOLE 21075 0 0 D ZIONS BANCORPORATION COMMON 989701107 221 3600 SHS ****SOLE 3600 0 0 D CELANESE AG COMMON D1497A101 61 1500 SHS ****SOLE 1500 0 0 D ACE LTD COMMON G0070K103 133 3200 SHS ****SOLE 3200 0 0 D AMDOCS LIMITED COMMON G02602103 43 1900 SHS ****SOLE 1900 0 0 D ACCENTURE LTD COMMON G1150G111 8022 304800 SHS ****SOLE 304800 0 0 D BUNGE LIMITED COMMON G16962105 7891 239700 SHS ****SOLE 239700 0 0 D COOPER INDUSTRIES COMMON G24182100 41 700 SHS ****SOLE 700 0 0 D EVEREST RE GROUP COMMON G3223R108 38 450 SHS ****SOLE 450 0 0 D INGERSOLL-RAND - CLASS A COMMON G4776G101 2683 39520 SHS ****SOLE 39520 0 0 D IPC HOLDINGS COMMON G4933P101 27468 705609 SHS ****SOLE 705609 0 0 D MARVELL TECHNOLOGY GROUP COMMON G5876H105 368 9700 SHS ****SOLE 9700 0 0 D NOBLE COMMON G65422100 68011 1900806 SHS ****SOLE 1870920 48 29838 D OPENTV COMMON G67543101 3 1000 SHS ****SOLE 1000 0 0 D O2MICRO INTERNATIONAL COMMON G6797E106 19828 883000 SHS ****SOLE 883000 0 0 D PARTNERRE COMMON G6852T105 153648 2646826 SHS ****SOLE 2639443 171 7212 D PLATINUM UNDERWRITERS HLDGS COMMON G7127P100 4587 152900 SHS ****SOLE 152900 0 0 D RENAISSANCE RE HOLDINGS COMMON G7496G103 50159 1022612 SHS ****SOLE 1018207 138 4267 D SEAGATE TECHNOLOGY HOLDINGS COMMON G7945J104 2293 121300 SHS ****SOLE 121300 0 0 D UTI WORLDWIDE COMMON G87210103 43711 1153671 SHS ****SOLE 1146950 165 6556 D TRANSOCEAN COMMON G90078109 2509 104500 SHS ****SOLE 104500 0 0 D WEATHERFORD INTERNATIONAL COMMON G95089101 407 11300 SHS ****SOLE 11300 0 0 D WILLIS GROUP HOLDINGS COMMON G96655108 481 14114 SHS ****SOLE 13816 0 298 D XL CAPITAL LIMITED - CLASS A COMMON G98255105 177430 2287954 SHS ****SOLE 2271969 26 15959 D XOMA COMMON G9825R107 9916 1502455 SHS ****SOLE 1502455 0 0 D ASM INTERNATIONAL N.V. COMMON N07045102 9891 488700 SHS ****SOLE 488700 0 0 D ASM HOLDING N V NYSHRS N07059111 25653 1279467 SHS ****SOLE 1278706 0 761 D CNH GLOBAL NV COMMON N20935206 51 3100 SHS ****SOLE 3100 0 0 D ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 59146 1700086 SHS ****SOLE 1699458 0 628 D STELMAR SHIPPING LIMITED COMMON V8726M103 101 4600 SHS ****SOLE 4600 0 0 D FLEXTRONICS INTERNATIONAL COMMON Y2573F102 361 24300 SHS ****SOLE 24300 0 0 D TEEKAY SHIPPING COMMON Y8564W103 68 1200 SHS ****SOLE 1200 0 0 S REPORT SUMMARY 1211 DATA RECORDS 19383215 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----